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The Latin term religiō, origin of the modern lexeme religion (via Old French/Middle Latin) is of ultimately obscure etymology. It is recorded beginning in the 1st century BC, i.e. in Classical Latin at the beginning of the Roman Empire, notably by Cicero, in the sense of "scrupulous or strict observance of the traditional cultus".
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Etymology
The classical explanation of the word, traced to Cicero himself, derives it from re- (again) + lego in the sense of "choose", "go over again" or "consider carefully". Modern scholars such as Tom Harpur and Joseph Campbell favor the derivation from ligo "bind, connect", probably from a prefixed re-ligare, i.e. re- (again) + ligare or "to reconnect," which was made prominent by St. Augustine, following the interpretation of Lactantius.
The problem with these etymologies, regardless of whether one favours lego or ligo, is that the now-familiar prefix re- "again" is not attested prior to its occurrence in religio and is itself in need of an etymological explanation.
Significance in Roman religion
Within the system of what we would now call "Roman religion (in the modern sense of the word), the term religio originally meant an obligation to the gods, something expected by them from human beings or a matter of particular care or concern as related to the gods, "reverence for God or the gods, careful pondering of divine things, piety".
In this sense, religio might be translated better as "religious scruple" than with the English word "religion". One definition of religio offered by Cicero is cultus deorum, "the proper performance of rites in veneration of the gods."
Religio among the Romans was not based on "faith", but on knowledge, including and especially correct practice. Religio (plural religiones) was the pious practice of Rome's traditional cults, and was a cornerstone of the mos maiorum, the traditional social norms that regulated public, private, and military life. To the Romans, their success was self-evidently due to their practice of proper, respectful religio, which gave the gods what was owed them and which was rewarded with social harmony, peace and prosperity.
Religious law maintained the proprieties of divine honours, sacrifice and ritual. Impure sacrifice and incorrect ritual were vitia (faults, hence "vice," the English derivative); excessive devotion, fearful grovelling to deities, and the improper use or seeking of divine knowledge were superstitio; neglecting the religiones owed to the traditional gods was atheism, a charge leveled during the Empire at Jews, Christians, and Epicureans. Any of these moral deviations could cause divine anger (ira deorum) and therefore harm the State. See Religion in ancient Rome.
Religiosus was something pertaining to the gods or marked out by them as theirs, as distinct from sacer, which was something or someone given to them by humans. Hence, a graveyard was not primarily defined as sacer but a locus religiosus, because those who lay within its boundaries were considered belonging to the di Manes. Places struck by lightning were taboo because they had been marked as religiosus by Jupiter himself.