You might be wondering why a student in a 400-level Religion course would consult subject encyclopedias. The quick answer is that they can be excellent resources for identifying primary and secondary sources. Additionally, it can't hurt to make sure you have a good sense of how your research question fits in with other scholarly research that has been done--and the bibliographies at the end of encyclopedia articles are an efficient way to make sure you know who the scholars are who've been working on your topic.
Remember that tertiary sources are intended to fill in gaps in your knowledge or jumpstart your research; they should not be cited as scholarly secondary sources for your project.
Not sure where to look? Each of these online collections will introduce you to a wealth of dictionaries and encyclopedias.