Answer by taking a quote from the following article:

Geronimo (Mescalero-Chiricahua: Goyaale [koja:le] "the one who yawns"; June 16, 1829 - February 17, 1909) was a prominent leader and medicine man from the Bedonkohe band of the Chiricahua Apache tribe.

Geronimo was raised with the traditional religious views of the Bedonkohe. When questioned about his views on life after death, he wrote in his 1905 autobiography,  As to the future state, the teachings of our tribe were not specific, that is, we had no definite idea of our relations and surroundings in after life. We believed that there is a life after this one, but no one ever told me as to what part of man lived after death ... We held that the discharge of one's duty would make his future life more pleasant, but whether that future life was worse than this life or better, we did not know, and no one was able to tell us. We hoped that in the future life, family and tribal relations would be resumed. In a way we believed this, but we did not know it.  In his later years Geronimo embraced Christianity, and stated  Since my life as a prisoner has begun, I have heard the teachings of the white man's religion, and in many respects believe it to be better than the religion of my fathers ... Believing that in a wise way it is good to go to church, and that associating with Christians would improve my character, I have adopted the Christian religion. I believe that the church has helped me much during the short time I have been a member. I am not ashamed to be a Christian, and I am glad to know that the President of the United States is a Christian, for without the help of the Almighty I do not think he could rightly judge in ruling so many people. I have advised all of my people who are not Christians, to study that religion, because it seems to me the best religion in enabling one to live right.  He joined the Dutch Reformed Church in 1903, but four years later was expelled for gambling. To the end of his life, he seemed to harbor ambivalent religious feelings, telling the Christian missionaries at a summer camp meeting in 1908 that he wanted to start over, while at the same time telling his tribesmen that he held to the old Apache religion.

Did he follow any particular religion when growing up?
Geronimo was raised with the traditional religious views of the Bedonkohe.