Checking the "this" where you are, YES! You could be at risk, although it might not be all that bad.
First of all, make sure you show respect for the customs and laws of the country where you're in. Remember that an ISP can always look into your internet data and the only thing that would restrict them would be the privacy laws of the country where you're at. If it's a state-owned ISP then this privacy might be non-existent.
Could you bypass this by somehow encrypting your data-stream and connecting to a foreign proxy? Yes, you can, but the ISP would notice and might become more curious about why you'd want to do this. You would make yourself even more suspicious.
Now, with regular Internet, you would be generating a lot of traffic together with millions of other people from the same country. If the ISP is indeed monitoring your traffic, it's unlikely that they will monitor everything. It's more likely that they have set up a filter which detects unusual behavior and/or certain keywords. Use a lot of those keywords and they could pick you out for further investigations, even without you knowing about. (And using Tor or SSH tunneling would make you more suspicious!) Be aware that those triggers would be more related to political topics than religious ones. They don't care if you're an atheist. They care more about your political views and if you don't disagree with the current politics too much, they'll probably won't even bother to check upon you, unless you give them reasons to.
Feel free to chat online with friends, just avoid the more sensitive topics. (Especially politics!)