We're dealing with a world in which there will probably be an objectively true account of creation. Depending on how it's written though, there isn't necessarily anything wrong with having a character who's religion goes contradicts that truth. After CoP, you could say quite a bit about the "correctness" of some of the San d'Orian church's teachings, as well as any who believed them. In the same fashion, any loon can claim that the Flying Spaghetti Monster created the the world; that doesn't mean he's right. As far as I'm concerned, as long as you don't try to claim that SE itself is wrong, anything goes.
In other words, writing that your character is wandering the streets of a city, proselytizing for the Holy Order of the Invisible Pink Unicorn is fine. Claiming from an objective author's perspective that your character just opened a portal to Rl'yeh, unleashing Cthulhu himself upon Eorzea, who promptly to eat all the other gods and drive all the world mad, is not.
In other words, writing that your character is wandering the streets of a city, proselytizing for the Holy Order of the Invisible Pink Unicorn is fine. Claiming from an objective author's perspective that your character just opened a portal to Rl'yeh, unleashing Cthulhu himself upon Eorzea, who promptly to eat all the other gods and drive all the world mad, is not.