Why not try it? Is there something you fear by going? Maybe that you just might like it if you do go?
It never hurts to try something new and different. It sounds like this will be more of a change for you than anything else since you didn't grow up in a religious home. But it's not necessarily bad and its at least worth checking out. If the relationaship is good why wouldn't you do one simple thing that your girlfriend requests? It's not the end of the world and in the end you will be able to say I had no regrets and I tried it.