But you left out two important items: Church and Bible Study. Folks might ask about your daddy, but the second thing they will ask is what church are you going to. It's not about denomination exactly, it's sort of a "who's your daddy" kind of question.
Obviously Christianity is the assumed common denominator. In small towns there are two main social activities: Sunday church, and Bible study. Bible study is most often on Wednesday evenings, and can run one or two hours
The first half of Bible study is catching up on who's in the hospital, who's family is visiting from out of town, who's going to take a trip, who died, who's in jail, who's getting married, who's getting divorced. Maybe the last half or so is devoted to actually studying some part of scripture. And of course prayers for the sick, and travelers, and folks on hard times.
If you move into town and want to be part of the community, you have to go to Bible study. Then when someone asks you what you're up to, you can say proudly, "I'm on my way to Bible study. I'm late. I've got to hurry over to the Tabernacle of the Holy Ghost Bible Church, you know, just past the railroad tracks.".
It might not be the same Bible study which you're questioner attends. It doesn't matter. They will approve and be satisfied with your answer. Not to go to Bible study, is to be outside the community.
Oh, and if you are some esoteric faith like Buddhist, or Hindu, when asked you might just want to say "I'm still looking."
And the "Who's yer Daddy?" thing used to drive her crazy. She said she heard it every single time she met one of my father's relatives. When my father's grandmother heard that his fiancee was from Seattle, she told him, "But you cain't marry a ferriner!"
Another thing I remember is being at family events where I didn't know everyone and the older ladies would come up to me and say, "Whose are you?" which is the same as the "Who's yer daddy?" question. One time I told these 2 ladies who my father was, and the one whacked the other one and said, "Of course she's his! Jes' look at them eyes!"