A normal conversation for me:
Person: Aren't you Jewish? Why are you wearing a cross?
Marjorie: I am ethnically and culturally a Jew, but I am not religiously Jewish.
Person: And you became Christian?
Person: So you're a messianic Jew?
Marjorie: No, most messianic Jews are not even ethnically Jewish. They have certain beliefs about the nature of the relation of the Church to Israel and so on. I do not agree with them; I am going to become Orthodox.
Person: You're becoming Jewish again?
Marjorie: No, Orthodox Christian.
Person: Like, Russian Orthodox?
Marjorie: Yes, that is one Orthodox Church.
Person: Oh, they're a lot like the Catholics.
(I like when people tell me this, as if they are informing me of the religion I have chosen...)
Marjorie: In some things, yes, but Orthodoxy views itself as distinct from both Protestantism and Catholicism.
And so on...