I could see where people get the "religion" aspect from this episode. Like most religions, there isn't hard proof that guarantees the existence of a deity and such, but are believed to be true anyways.
I'm not a very critical person. Any Pinkie Pie episode is a good episode. I digress, Derpy dropped a piano on Twilight's head!!!
I un-digress. Twilight just kept beating a dead horse (haha!) trying to find an explanation for Pinkie Pie's sixth sense and how they yielded accurate predictions of the near-future. I think if Twilight had a bigger understanding of how pink mares work, she could have eventually (after years and years maybe) found a theory that explains the Pinkie Pie phenomena.
But for the sake of the plot line and the fact that the show isn't about the experimentation of Pinkie Pie, they decided that her pinkie sense is just something they'll have to believe is ermm... true.
If you can test something you're wondering about, go for it!
If it's outside the scope of your understanding, I'd reconsider going any futher.