Delhi (like most of India) is multi-faith — Hindu, Muslim, Sikh, Christian, Jain, Buddhist, and more.
Religious festivals are frequent, often loud, and occasionally disruptive to traffic in the way that a river is occasionally disruptive to a road — that is, completely and without apology.
Holi will get you covered in colours whether you want it or not. Diwali is fireworks and lights and sweets and pollution all at once. Eid brings incredible food and crowded markets around Jama Masjid.
Respect every tradition even if you don’t understand it.
Religious sensitivity in India is high and not something to test casually.