Religious Experience article at Stanford Encyclopedia of Philosophy

Religious experiences can be characterized generally as experiences that seem to the person having them to be of some objective reality and have some religious import. That reality can be an individual, a state of affairs, a fact, or even an absence, depending on the religious tradition the experience is a part of. A wide variety of kinds of experience fall under the general rubric of religious experience. The concept is vague, and the multiplicity of kinds of experiences that fall under it make it difficult to capture in any general account. Part of that vagueness comes from the term ‘religion,’ which is difficult to define in any way that does not either rule out institutions that clearly are religions, or include terms that can only be understood in the light of a prior understanding of what religions are.
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Religious experience is also to be distinguished from mystical experience. Although there is obviously a close connection between the two, and mystical experiences are religious experiences, not all religious experiences qualify as mystical.
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Religious experiences form a broader category; many religious experiences come unbidden, not as the result of some deliberate practice.
Stanford Encyclopedia of Philosophy: Religious Experience