The Faith of the Seven is the dominant religion of the Seven Kingdoms, and is also practised on a much smaller scale in parts of western Essos. The only part of Westeros where the Faith is not widespread is the North, where the religion of the old gods of the forest is instead practised.
According to legend, the original practioners of the religion were the Andals, a race of people who originated in the Hills of Andalos on the eastern continent of Essos. According to doctrine, more than six thousand years ago the one god incarnated as seven human figures before the Andals and inspired the creation of the Faith, as well as encouraging them to travel to Westeros and establish a bastion of the Faith there.
The Andals, flying the flag of the Seven-Pointed Star, sailed to Westeros, landing on the Fingers and subjugated the continent over several thousand years, displacing or destroying the myriad smaller kingdoms. They were unsuccessful in crossing the Neck and were thrown back by the forces of the Kings in the North. Eventually, they abandoned the attempt and made peace with the northmen, allowing the old religion to continue flourishing in the North. The city of Oldtown became the centre of the Faith, with the construction of the huge Starry Sept in the city to serve as its centre and a High Septon appointed to oversee it. The Faith also appointed two military orders, collectively known as the Faith Militant, to defend the Faith. The Warrior's Sons (the Noble and Puissant Order of the Warrior's Sons, to give it its full title) is a knightly order of mounted warriors and was considered a noble calling for younger sons of noble houses, whilst the Poor Fellows was an order of lightly-armed footmen, little more than armed monks who would defend the Faithful as they travelled.
The Faith of the Seven came to dominate all the southlands, absorbing the Rhoynar when they invaded and conquered Dorne a thousand years ago. However, it failed to take root on the Iron Islands, where religion of the Drowned God continued to flourish. When Aegon the Conqueror chose to invade Westeros, he adopted the Faith of the Seven and proclaimed his allegiance to the Faith, destroying the symbols of the Valyrian gods. Upon hearing this, the High Septon in Oldtown fasted and prayed for guidance. He eventually proclaimed that the Faith Militant would not offer resistance to the Targaryen invasion and prophecised that Oldtown would burn in dragonfire if it opposed Aegon. Acting on this advice, House Hightower refused to answer the King of the Reach's summons to war and after Aegon's triumph on the Field of Fire they threw open the gates to the city. For this, Aegon spared the city, confirmed the Hightowers as the rulers of Oldtown and swore to defend the Faith.
However, upon Aegon's death and the passing of the Iron Throne to his son Aenys I, the Faith had a change of heart and opposed the Targaryens. The resulting civil war raged through the reigns of Aenys I and Maegor the Cruel and into the start of the reign of Jaehaerys I Targaryen. Maegor's brutal repression of the Faith caused many tens of thousands of deaths. Eventually, Jaehaerys offered peace to the Faith and the Targaryens' unwavering defence and support in return for the militant orders disbanding. They agreed.
The political and military influence and power of the Faith, although still great amongst the common folk, waned in the following centuries. Its power increased under the rule of Baelor I Targaryen, who was both a High Septon and a king, but as a pacifist he also refused to reinstate the militant orders.
During the War of the Five Kings the crown became massively indebted to the Faith, to the point where its ability to fight the war was becoming compromised. The Queen Regent, Cersei Lannister, offered to reinstate the Faith Militant in return for the crown being forgiven the debt. The new High Septon, an unusually pious man, agreed and promptly arrested Cersei for adultery and fornication, triggering a major new crisis.
The Faith is traditionally ruled by the High Septon from the Great Sept of Baelor in King's Landing (and before then, the Starry Sept in Oldtown). Septons and septas are the primary servants of the Seven, serving in a capacity similar to priests and prietesses of other religions. They carry out services ranging from marriages to funerals, anointing knights and sometimes serve as advisors and teachers (sometimes alongside or instead of maesters) to nobles and their children. Most castles and towns have a sept, a small church which is always a seven-sided structure, where septons and septas carry out services. Wandering septons and septas travel between smaller villages which are too small to have a permanant sept and carry out services for the smallfolk.
Scattered across the Seven Kingdoms are septries, small, self-sufficient holdings held by religious orders. Some septries have codes of silence, whilst others are dedicated to knowledge or contemplation. Septries may be the centres of a local community or located in out-of-the-way locations, such as the septry on the Quiet Isle in the mouth of the Trident.
Whilst all knights are held to defend the Faith, the Faith also maintains its own militant orders. Long banned under the rule of the Targaryens, the Faith Militant was recently reestablished with the Queen Regent's blessing.
The Faith teaches that God is a single deity divided into seven aspects, namely the Father, the Mother, the Smith, the Knight, the Crone, the Maiden, and the Stranger. However, it is a common misconception that the Seven are separate gods.
The primary holy book of the Faith is The Seven-Pointed Star, which teaches the beliefs of the religion and its codes of behavior and conduct. The Faith holds that incest is among the greatest of sins and the Faith's accomodation with the Targaryen practice of the same sin was extremely difficult.
The Faith is somewhat tolerant of other religions, and no longer preaches religious war against the faith of the old gods of the North or the followers of the Drowned God of the Iron Islands, or those of other religions beyond the Narrow Sea. However, with the restoration of the Faith Militant to prosecute the Faith's beliefs with the sword, it is possible this view may change.