A therian is someone who is, spiritually or otherwise, an animal, despite having a human body. Typically it's a part of someones identity or religion. Therianthropy is not the same as being a furry, even though some therians are also furries. I am both a therian and a furry, but my theriotype is different from my fursonas. I am a Grey Fox (Urocyon cinereoargenteus ) therian. Mammals are most common in my experience, but a therian can be any animal.
No. Lots of the time when you want to become a therian it can be a sign that you are one but have not found your theriotype yet, but you cannot become a therian if you are not one. If you want to I would suggest making a fursona rather than trying to become a therian, which is an already used label and should not change to include people who just want to roleplay.
hem main difference is in what part of the identity you feel it is included in. A furry is more a part of a public identity and features as a kind of persona for a person, whereas therianthropy is typically considered a part of the 'soul identity', and is not necessarily a part of the face.
Therianthropy is not a religion, but whether it has to do with religion is a personal belief. I don't consider it a religious belief as I am Catholic, but people of other religions may consider it a part of their belief, particularly people who belive in reincarnation and the likes.
This also ranges from person to person. I have always known I was one, before I was even aware of the term, as I have always felt connected with my theriotype and as if I could never fit with nontherians, which typically caused other people to find me offputting and strange. I also feel as if I was born human as some kind of error, and was meant to be an animal instead. Some people know they're therian before they learn the word and some realise wha they've been feeling after they learn, so you shouldn't feel bad if you didn't realise what your feelings were until you found information about therians.