Mylène Farmer, born Mylène Jeanne Gautier, was born in Pierrefonds, Quebec, Canada and grew up there as well as in a suburb of Paris, France called Ville-d'Avray.
There's no putting Farmer in a religious box. She seems to be most influenced by the Catholic faith. First of all, she's French. Second of all, her controversial music video for the song, "Je te rends ton amour," is stuffed with Catholic imagery–some of it a bit disturbing. The video was condemned by the Catholic Church and many French networks wouldn't play it.
Some speculate that the song and video combination is Farmer's way of saying she renounces religion or faith or God, as the title translates to "I'm Giving My Love Back."
I wouldn't necessarily dispute that. She seems anti-religious in a way. One generally reputable source says she is "opposed" to religion, though I couldn't find any first-hand statements from Farmer on the topic.
Les Politiques jolie
Farmer isn't too explicitly political either. It's not surprising, she's notoriously private. Her song, "Desenchantée," (translation: disenchanted) is considered a political song by some. The only semi-political thing I could find in it were the lyrics (translated):
I am of a disenchanted generation. Disenchanted./Who could prevent me from/understanding all?/When reason collapses, To what womb should we turn to?
Cryptic–another one of Farmer's calling cards. I suppose many of us could relate to feeling disenchanted with the current political environment, wanting to return to some non-existent ideal.