If you don't think sex is that big an issue, and she's wanting to abstain, there shouldn't be a problem. It may be a problem later... but for now just enjoy the fact that it won't come along and complicate things.
I'm a Christian, and I agree that the religious differences may be more of a problem. When I first became Christian my atheist husband was horrified... I remember him saying I'd gone over to the dark side! My advice on that issue would be simply, be patient with her, don't get angry, or railroaded into anything you're not comfortable with. At some point hopefully she'll be comfortable enough with her faith not to spend every minute trying to convert you. So long as you respect her faith, and she respects your beliefs, things should work out fine.This could work out. The key to any relationship is respect.