"How to be a good woman" seems fine, but for some reason it hurts my ear (though I'm not a native speaker). In addition to Novice's answer, I would like to just point out two more things:
- man can mean not only "a male human", but also "human" in general
- a good person is a great phrase that can be used for anyone.
The question seems to focus more on religion than on sports or hair style.
A religion is a practice not a belief. You might not believe religions exist until you see people go to a place of worship. So religions are a fact, not a belief. They do exist.
However, a religion's followers share their beliefs in theological matters.
So if you see someone reading a holy book, pertinent questions might be
Do you follow a religion?
Do you practice a religion?
Which religion do you follow?
But if a conversation has given you a hint that it may be so, you can ask
Are you religious?
I would not use that as an opening line for a conversation, it needs to be led towards by "small talk" to get a conversation going, unless you have an encounter with someone reading a holy book.
I realise I have side-stepped the question about "a" or "any", because I would not say it like that at all, and I hope this answer helps.
Update:
In the second case, I think you can say "a team" or "any team".
The third case is harder.
Is there a girl with weird short pink hair at the party?
This implies you have seen or know the girl and want to know if she is at the party.
Is there any girl with weird short pink hair at the party?
This means you want to meet such a girl and ask if there is one like her at the party.
Best Answer
"Thanks" is informal/colloquial; the "correct" English is "thank you".
That said, "Tell her thank you" is commonly accepted as correct English; it is a shortened form of "Tell her I say thank you" (which is also correct).