Peter Saccio remarks beautifully that
"the tragedy of Hamlet Prince of Denmark is the drama of the Protestant conscience led into doubt by the puzzlements of the world and the puzzlements of the self, arriving heroically at its own convictions and then acting on those convictions."As evidence for the Protestant Hamlet, Saccio points out that of all the young and overly-educated intellectuals in the play, only Hamlet's alma mater is specifically named... as the University of Wittenburg (whose first professor is quite famous).
I'll leave it to your reading of Hamlet to determine whether or not Western literature's most famous dramatic role being yoked to the Protestant faith is a blessing or a curse to that faith's adherents.
The Protestant Poet
Saccio again remarks beautifully, this time regarding the connection between Protestantism and John Milton.
"Paradise Lost differs from all the earlier epics by making its climactic action private rather than public... and this Protestant focus on the individual free soul is evident not only in content, but also in form. Milton declares ryhme to be a barbarous and troublesome bondage, and that stylistic decision, to cast aside the literary ritual and bondage of recent centuries and return to an ancient liberty (the unrhymed epics of Homer), neatly parallels the Protestant Reformers' decision to reject the elaborate rituals and hierarchies of the Catholic Church and return to what they thought of as the primitive simplicity of Christianity."