Sleepwalker was a comic book character who debuted in his self-titled series published by Marvel Comics. Sleepwalker was an alien whose name is unpronouncable by humans. He was known by the name of his race, the Sleepwalkers, who were dream police. He bonded with human Rick Sheridan, but Sleepwalker and Sheridan were actually two separate beings.
Sleepwalker was one of 33 characters who were identified as the most religious superheroes in the Marvel Universe in Infinity Crusade (June 1993). In this issue, a powerful being who identified herself as "the Goddess" kidnapped the superheroes she had identified as being the most religious active superheroes at the time. The Goddess was a manifestation of the "benevolent" side of Adam Warlock, and she planned to use these heroes in her crusade to rid the galaxy of evil and usher in a new golden age of peace. After these 33 characters had been kidnapped by the Goddess, the remaining superheroes gathered to try to figure out what was going on. The Vision analyzed data about who had been taken and who had not, and explained his analysis (Infinity Crusade #1, page 32):
Date: 20 Oct 2004 21:55:56
Subject: Religious beliefs of Marvel characters?
Does anybody know the religious beliefs of various characters?
Date: 20 Oct 2004 23:16:20
From: Samy Merchi
Barring any actual solid evidence in the characters' own books, you could always fall back on the Infinity Crusade and see which sides the characters were on in that conflict. Anybody feel like whipping those issues out and checking these specific characters?
Date: 21 Oct 2004 03:52:34
From: The Black Guardian
Anyway, here's the list of those who "faithfully served" the Goddess: Captain America, Jamie Madrox the Multiple Man, Jean Grey, Namorita, Silhouette, Spider-Man, Puck, Archangel, the Inhuman Crystal, Firelord, Hercules, Shaman, Talisman, Moondragon, Quicksilver, the Scarlet Witch, the Silver Surfer, Sersi, the Living Lightning, Thor, the Invisible Woman, USAgent, Moon Knight, Wolfsbane, Doctor Strange, Wonder Man, Daredevil, the Black Knight, Windshear, Sasquatch, Storm, Gamora, Sleepwalker.
IIRC, even if you read the crossover, it's still pretty vague in what religions the heroes believed.
Date: 21 Oct 2004 03:57:48
From: Samy Merchi
In many cases, it [Infinity Crusade] is the strongest canonical reference to many of the characters' religious stance. Some lucky ones have been dealt with at more depth in their own books (DD, Rahne, Storm et al.) but for many characters Infinity Crusade is the biggest canonical reference. If we want to go by canon rather than sheer postulation.