This introductory chapter provides an overview of lived religion. Lived religiosity or “lived religion” is a concept helpful for further developing the notion of individual appropriation and reformulating it as a new paradigm in the analysis of Roman religion. Instead of inquiring into how individuals reproduce a set of religious practices and the intellectual tenets of a faith, religion is to be reconstructed as everyday experiences, practices, expressions, and interactions; these in turn constantly redefine religion as practice, idea, and community. The very different, strategic, and even subversive forms of individual appropriation are analytically confronted with traditions, their normative claims, and their institutional protections. Lived ancient religion thus offers a framework within which one can address the whole range of religious practices and conceptions, not as sets of fixed rules or beliefs, but as a permanently changing field of individual actions, inceptive traditions, monumental examples, and incoherent assumptions.