Although he correctly realized that religious faith is part of what bound his people together. It also made him the preferred candidate of the Church/priests, who had shitloads of influence at the local level. The priests/abbots generally supported his cause, and that gave him a huge advantage when trying to unify opposition to the Danes. Had he been heathen, or perceived as less than pious, he many not have been as able to rally support so successfully.
And of course, the show added the "I'll do something questionable because my nutty wife told me to" for dramatic effect.
In non-military matters, he was a pretty remarkable guy and well ahead of his time. He systematized and administered a unified legal code, and directed that English understood by the common people rather than Latin be the primary language for education.
Also, the primary historical source for post-Roman English history is the Anglo-Saxon Chronicle, which is basically a year by year recitation of everything important that happened in England from when the Romans left in 410 A.D. until the Norman Conquest in 1066. The cool thing is was that it was Alfred, in the 890's, who actually commissioned it. So that involved not only keeping records of everything that happened after that, but gathering/transcribing all the historical information they had going back nearly 500 years. We wouldn't really know anything about that period but for Alfred. So when they show him fussing over his books and scrolls all the time, it was for a good reason.
Didn't mean to go off on all this stuff -- it's just that I lived in England as a little kid, went to an English school for a year, and a book on Alfred the Great is the first "real" book I remember reading. So I've always kind of had this fascination with the guy.
