The Jedi Knights were an order of warrior priests that followed the "light" side of "The Force". Their members progressed through three levels of rank; first the Paduan Apprentice who begins training under a Jedi Knight at an extremely young age, then the Jedi Knight who takes apprentices of his own, and finally the level of Jedi Master. They where almost completely wiped out by the actions of followers of the "dark side" of the force, primarily the Sith Lords Darth Vader (Anakin Skywalker) and Darth Sidious (Senator Palpatine).
The main tennets of "The Force" is of it being an energy field that is generated by all living things and permeates the universe and all the things in it. Its principles resonate with those of certain real world religions like the shinto(sp?)religion of japan.
As explained in the movie Star Wars: Episode I, Jedi get their ability to manipulate the Force from a symbiotic organism in their blood called midichlorians. The higher the midichlorian count in the blood, the stronger the Force is with the particular individual. Anakin Skywalker had a reading of over 20000 which was even higher than master Yoda's.
The actions of Luke Skywalker and his relationship with the Force were a principle plot device in the films.
The religion of "Jedi" has been coded up in several censuses in New Zealand and the UK due to a grassroots movement which urged people to declare their religious affiliation as such in order to protest the inclusion of religion on the census at all. Jediism is still some way from being recognised as an official religion, however.