Gosudarstvennyy Muzey Istorii Religii

Interesting, loads of relics and great explanations of all the displays. I recommend not going when there are school groups though as you'll get distracted.

If you are interested in religious traditions, I'd recommend you to visit this museum. They have good exhibitions and organize special events.

I am very much enlightened and dazed at the same time

Get the audio guide. Very little has translations. In an accessible manner they do cover the history of religion. 450RBL entry and 250RBL fur the audio guide is very fair. Plenty of icons.

Very well organized, interesting explanation