There are many religions in Game of Thrones spreading all across Westeros and Essos. Although Westeros only has 3 core religions (The Old Gods of the Forest, The Faith of the Seven, and the Drowned God), Essos is virtually the home to any and all religions, with the city of Braavos being the center of that ideal. Among these many religions that reside within the eastern continent of the Game of Thrones world is the guild of the Faceless Men. However, calling them a "religion" doesn't entirely capture who they are, their beliefs, or what they're about.
The Faceless Men were first introduced to fans when Arya Stark met Jaqen H'ghar after fleeing from King's Landing. Very mysterious at first, the story and the ways of the Faceless Men only grew more complex as the series continued. Essentially, the "religion" of the Faceless Men is one that encapsulates a core principle in nearly all religions: death.
Who Are The Faceless Men in Game of Thrones?
The Faceless Men are a guild of assasins who serve both one and many gods at the same time through their contracted killings. They started as slaves in the city of Valyria long ago. As slaves, they worked in the mines of the Fourteen Fires, which was the name of the many connected volcanic mountains located in Valyria. While working in the mines, the many slaves often prayed to their native gods asking for death to end their suffering.
An unidentified slave saw this and came to the realization that within all religions is some god who holds dominion over death. And although this god may have many names -- or faces -- it was the same god across all religions: the god of death (or as he became to be reffered to by the Faceless Men, the Many-Faced God). So, this unkown slave took it upon himself to grant the desperate wishes of his fellow slaves and give them the "gift" of death. In other words, he would kill them to end their suffering.
Soon, the slave recruited others and so the Faceless Men were born. As time passed, they eventually left Valyria (following the Doom of Valyria which left the city in ruins) and primarily settled in the free city Braavos, a city in Essos founded by slaves whose aim was to create a place that welcomes anyone and everyone and has a freedom of religion. This is where they built the House of Black and White -- the temple in which they worship the Many-Faced God.
The Faceless Men then formed their guild of assasins, charging a hefty price for their killings, but following through with their promise better than any other organization of assasins. A member of the Faceless Men must relinquish their identity entirely and become "no one". As a result, they are able to claim the identities of those they kill by masking themselves with the skin of their victims.
While some may look at their group as simple assasins and not a religion or belief system, the Faceless Men believed their killings were done in servitude for the Many-Faced God. After all, their motto is "Valar Morghulis", or "All Men Must Die" -- essentially meaning that death is inevitable and the god of death will eventually be fulfilled by every living being to ever exist.
Are The Faceless Men Different In The Books?
The Game of Thrones television series did a decent job at capturing the major functions of the Faceless Men. However, as is the case with many on-screen book adaptations, there were certain elements that were left out.
Firstly, the origin story of the Faceless Men is never fully disclosed in the TV show. With the history of the Faceless Men being explained in the books, there comes some speculations about certain events that have occured that have no explanation in the show, specifically, the Doom of Valyria.
Legend says that Valyria was destroyed in a firey catastrophe, destroying nearly all its architecture and any records of the Valyrian Freehold empire. However, in the books, many suspect the Faceless Men were responsible for the Doom when their assasination victims moved from slaves to their slave masters, most of which were mages in charge of keeping the many volcanoes under control from eratic eruption. Thus, the volcanoes erupted and crumbled the city to ashes.
Another interesting detail about the Faceless Men that's not disclosed in the TV series is that the faces they wear also carry the memories of the people they once belonged to. The memories would then transfer to the assasin's consciousness and they'd know everything about their former victims. However, this would only occur during the first occasion in which they wore a victim's face.
Lastly, another notable difference is that the Faceless Men are just that: men. In the books, although there wasn't a specific rule against it, neither women nor children were typically part of the guild. So, when Arya Stark -- a female child -- joined the guild, it was that much bigger of a deal and something of a particular rarity.
Arya's Time With The Faceless Men, Explained
Before Arya found herself a member of the Faceless Men, she faced the Many-Faced God a number of times in a very short, subsequent manner. First, she felt the loss of her sister Sansa's direwolf, Lady. Following that, she was forced to abandon her only friend in King's Landing, and dueling teacher, Syrio Forel, to die. Immediately after that, she witnessed her father's beheading. She then lost her mother and brother at the Red Wedding and witnessed many unjust deaths on her journey west at the hands of the Lannister army.
So, it only made sense that she found her way to the House of Black and White. She was first introduced to the Faceless Men when she met Jaqen H'ghar, a mere prisoner being transported west alongside her. When she freed him, they crossed paths once again in a Lannister-run prison camp where he impersonated a Lannister soldier. It was there that he offered to assasinate three people of her choosing, providing her with the basic principles of the Faceless Men religion.
Jaqen soon revealed that he is in fact "no one" and invited her to join the Faceless Men where she too can become "no one". Eventually, she ventured to Braavos and trained at the House of Black and White. It was here that she learned the various "rules" she must follow in order to serve the Many-Faced God. She must only kill he who is asked of her and she mustn't refuse an assigned assasination.
Arya being Arya, though, she broke these rules and her eyesight was taken from her for a brief period of time. When she was able to see again, she was offered to become "no one" but refused, holding onto the idea of her own self-identity. Along with hearing that her brother Jon Snow was alive in Westeros, she decided to venture back home for a family reunion, while still maintaining the powers she had acquired from the Faceless Men. Arya then held the ultimate power of a Faceless Man by being "no one" and "someone" simutaneously.
Maybe an Arya spin-off series can show the consequences of her actions. But for now, she's still the smart and skilled warrior of the House Stark in Game of Thrones who took down the Night King and his Army of the Dead.