In my point of view there is no doubt, we should be able to form friendships with people from different religions. A belief, a religion, or an opinion does not have to hinder a relationship. I think that religions guide lifestyles and behaviors in a positive manner for the most part. If there are parts of a religion that clash with your morals and beliefs so heavily to disrupt your friendship, then there is little chance of rationalizing and reducing the conflict or providing insight to the other person.
Religion is based on your beliefs and faith. It should not be a reason to prevent someone from being friends with another person. If you find you have things in common with the person and want to be friends then you should be friends no matter what religions you are.
In my family, my parents were Baptist & Catholic. My in-laws were Episcopalian & Methodist. I had a great-uncle who was a Baptist minister & an aunt who was a nun. I also had an aunt that was Jewish. We had a good family friends who were Muslim & Mormon. People can accept and be friends with those of other religions. That's a no-brainer. But ... It DOES require respect. You can even have discussions about the religions ... What they believe ... How they worship, etc. Again, it requires respect. You cannot jump on a soapbox & start condemning. That won't endear anyone to you.