user6511 has some very interesting points, but I think there are still some points to be made.
As was stated in that answer, when designing the ship, you need to make sure that they aren't going to change their minds throughout the trip on the "Nobody decides for me, I'm a free man!"-lines. The generation that boards the ship won't have issues with that as you would expect them to be volunteers. But second generation might be questioning the goals, and the third one is pretty sure to be asking what is the meaning of their life. From that perspective, to engineer some form of Faith is a very good way to obtain a certain control over large population.
The resulting religion should be adapted to the life on-board, but also reflect the civilization where the colonists come from. And it should provide an answer to the most fundamental philosophical question: what is the meaning of life?
Adapted to life on-board the ship
I don't know how is it in your case, but I would assume the first colonization ships would have a rather harsh life, contrary to the cruise-like ships that are often depicted in Sci-Fi books and movies. You can compare it to the ships that sailed the first European colonists to the Americas with the cruises that said some Europeans take to travel around the Caraibbean Islands. The technology does not support to take along too many extras at first, but only after mastering such travels can one add fanciful features. On the first ships you need to stick to the bare minimum. In a way your ship can be viewed as a large monastery, in term of organisation. Everyone needs to do his job, everyone else depends on it. So you probably want to include some common time to wake up, some to go to bed, the priest share the same food with most people, and are probably themselves engineers, staff, technicians, scientists, etc. Food is restricted, and of course no alcohol, etc. You could also compare it to the "simple" life of Mormons. You can't afford too many extras (ressources), so not too many leisure time. Those are even probably organised: like you have a free one-hour period between two shifts and your sleeping time. Time to meet with friends, relax, maybe get some education, etc. And well do your duty for the communauty (make children :-)).
You can add prayers or orations to emphasize the ideals of the religion, and motivate the people towards the goals.
The strict and frugal life imposed by the religion rituals allows to keep everyone in check. Due to the frequency of the religious acts, and the presence of priests on all levels, it is possible to detect any misbehaviour. And by emphazing the sense of duty for everyone, you limit the chances of outright rebellion, and get most of the population to condemn the person who misbehave.
Link with the original civilization
At the end, you want to make a colony, that means mainting quite some level of communication with the original planet. So they should not forget it, especially considering that they never saw it, nor will they ever. But this is a very good opportunity to filter out the image they might have. You remove the bad things, talk about how great is life there, but at the same time, you could consider some ideas of duty. The civilization is great, but one very important ressource is becoming scarce (maybe simply place), so they need the colonists to help save that great civilization. Also if you explain how well the people live there, it will motivate the next generation to escape the harsh life of the ship and build a new society on the new-Earth similar to what their ancestors left.
This would help the people on-board to accept their relative suffering for a greater future for themselves, their children and the whole of humanity. Heroes sacrifying themselves for the Greater Good.
The meaning of life?
With the rapid advance of science, (at least) one philosophical question remains: what is the meaning of life? Biological concepts (we live to pass on our genes) seems unsatisfying, as it lowers the influence of the Human intellect, and goes somewhat against many of our modern behaviours. user6511 mentioned Sartre's existentialism: the meaning of your life is what you make of it. There are a few others as well. I particularly like Camus' Absurdism. But none of those are particularly good for your aims as they tend to favour libre-arbitre (free will), which might clash with the Humanity goals. The main religions1 tend more to the concept of God, and the meaning of life is the Will of God. That meaning may be unkown to the living, but it is according to God's plans. Your engineered religion should provide a similar answer. The meaning of someone's life might not be cleared to himself, but it part of some sentient's plan.
Similarly the religion should reward people who behaved according to the plan, and punish those who don't. The simplest is to build some afterlife discussion: paradise vs hell, or reincarnation cycle with new reincarnation depending on how well it you lived. This provides extra incentive to follow the shown path.
More specific ideas
You can add some important figure. A somewhat inspiring example is given in Warhammer 40k but the main idea in this case isn't the colonization of remote planets, but the extermination of all non-human species. Nevertheless, an Emperor-like figure who is the main representant of God amongst humanity, and he, himself cannot die. A bit like the Catholic Pope, but as they never get in contact with the person directly, you could build up the image of an idealized Pope. Loved and respected by all. Strict yet understanding, etc.
One ritual that you could consider to emphasize the after-life concept. Is that you can't allow to have corpses accumulating as whole, but you could burn the deceased. And the ashes of those who behave correctly will be use to fertilize the new ground, whereas those who didn't are simply thrown into the emptiness of space. Due to the extreme feeling of communauty, it is a way to give some physical meaning to the afterlife.
Now to your question, do some/all know that that religion has been fully engineered? I would say no. 1st generation should have been somewhat brainwashed from the beginning and none aboard should have a clue. That way you make sure no-one would be tented to leak the information. Plus you want them to stay on the colony later, and not try to come back. So apart from themselves, the only source of information which could lead to the discovery of the falsehood comes from the remote communication. And THAT is pretty easy to keep in check for that long.
Well it turned out to be longer than what I thought, so I'll leave the considerations at that point.
1: Abrahamic religions