Also Henry's first wife was his older brothers wife first, but after Arthur (Henrys brother) died, to keep harmony and alliances stable, Henry was married to the aged Catherine on Henry VII's request/demand. Then when Catherine proved to be barren with regard to male heirs, Henry fell in love with another. Divorce was allowed, but as mentioned in another answer, the Pope would not grant this under pressure from the most powerful Catholic force at the time Emperor Charles V (the Holy Roman Emperor) her nephew, who considered such an act of annulment as a disgrace to the family.
Henry then turned to new thinking after being excommunicated, and made himself head of a Church of England and made it law and refusal to acknowledge him as such would be punishable by death.
Henry was a Catholic at birth, and through his pursuit for power and to save face, he started a 'new' religeon.