Article 18 of the Universal Declaration of Human Rights states:
"Everyone has the right to freedom of thought, conscience and religion; this right includes freedom to change his religion or belief, and freedom, either alone or in community with others and in public or private, to manifest his religion or belief in teaching, practice, worship and observance."
Two caveats:
Don't try to change your religion in some counries. Some countries that have a state religion have laws making you eligible to be executed by the government after a trial, or by your family in an honor killing if you change your religion from the official belief system.
Don't try to manifest your religious beliefs in practice if it includes the need to discriminate against or to denigrate others. There may be human rights legislation in place that make such treatment a crime.
