The Blood believe they are the stewards of the Earth, meant to be the protectors of nature and the non-Blood (called landens) who share the Realms with them. In the series, the main antagonists have turned most of society away from this belief, encouraging greed and gluttony, causing the Blood to become "tainted."
In the Black Jewels series of books, there are three major "religious" concepts which contribute to the society of the Blood.
The first is the "Darkness". It is the literal absence of light, night, the darkness associated with fertile soil and a woman's womb, as well as the primordial chaos from which life emerges and ultimately returns.
The second is "Witch", or rather "Dreams Made Flesh". Witch's soul and fate is fashioned by the dreams, prayers and wishes of members of the Blood. Witch is a kind of savior or saint-like figure to the Blood. Witch can be any female caste or wear any Jewel, depending on the dreams that made her, though the Blood generally believed that female Black-Jeweled witches were Witch and vice versa. The Arachnians weave and store the webs that represent each Witch. For each dreamer, the Arachnians add a thread to the pertinent web. In the case of Jaenelle as Witch, she was fashioned from the dreams of all the non-tainted Blood.
The next is "Mother Night". Often used as an expression of shock, she seems to be a female archetype for the Blood - some sort of manifestation of the Darkness, similar to fertility goddesses as Mother Earth.
The Blood practice a kind of pagan spirituality that places a great deal of reverence for the Darkness, and the worship of the Earth and nature. The rituals and religion in the series seems to be based loosely upon the pagan religions of ancient Europe and modern day Neo-Paganism. The Blood believe that when they die, they return to the Darkness (unless they have become demon dead) and then reincarnate eventually. The spiritual practices of the Blood vary depending on culture, though most beliefs are constant through out Blood society.
(note: As per Black Jewels Wiki)