Tap Holidays (in the legend, or from the main-page quick access) to choose between two separate lists:

Religious holidays — set a religion on your profile and this list (and the calendar overlay) filters to that religion’s dates for the year. Scope is intentionally honest: only dates that can be calculated exactly or by a well-established formula are shown — fixed-date holidays, the Christian Easter computus, and the Islamic tabular calendar (flagged “approximate”, since real-world observance follows local moon sighting). Religions/traditions on the Hebrew, Hindu, Buddhist or other lunisolar calendars aren’t plotted yet, rather than guess at a date that could be wrong.
Public holidays — set a nationality on your profile and this list shows that country’s civic/national holidays for the year, across every nationality offered in the profile form. The same honesty rule applies: only fixed calendar-date holidays are listed (e.g. “25 December” or “1 May”); holidays that move year to year by government decree, an “Nth weekday of the month” rule, or a lunar calendar are left out rather than guessed — so a country whose whole public-holiday calendar happens to run on a moving basis (a small number do) will honestly show no entries rather than a guessed one.

Both your Religion and Nationality are set from the same place — tap your avatar (top right) → Your profile.