All information from the World of Robert Jordan's the Wheel of Time unless otherwise stated
The Creator is an eternal being who made the world, the Wheel of Time, and the Pattern, imprisoning the Dark One at the moment of creation. The Creator is outside the Wheel. There is apparently no organized religion, but prayers for the dead (TFoH, Ch. 51), of thanks, to ask for protection (TGH, Ch. 20), or to safely perform a difficult task (TFoH, Ch. 15) are often offered.. Sometimes, people may ask another to pray for them, this is especially common with the Amyrlin (ACoS, Ch. 11).
It was not Rand's thought, making his skull vibrate.
I WILL TAKE NO PART. ONLY THE CHOSEN ONE CAN DO WHAT MUST BE DONE, IF HE WILL.
"Where?" He did not want to say it, but he could not stop himself. "Where?" The haze surrounding him parted, leaving a dome of clear, clean air ten spans high, walled by billowing smoke and dust. Steps rose before him, each standing alone and unsupported, stretching up into the murk that obscured the sun.
This was not the Dark One, who is imprisoned at Shayol Ghul, but the all-capitals speech is the same as his, suggesting a being of a similar level.