(Sorry, lately I have noticed occasionally people after getting advices edit their first post, so I am quoting your entire post)
What you are feeling is quite natural because of distance involved and nothing to worry about so early here based on what you posted.
Relax and slowly build up relation. Concentrate on your exams and let the flow go naturally. The moment you try to show impatience or anxiety, things may go wrong. You have a life ahead to impress him with your smartness. If he does not encourage you to be romantic then don’t. Ask directly what he likes or dislikes and give clear simple reason for it which is that you just want to make sure he is happy with you.
And remember, he is religious man and you are not married yet. Going too fast too close may make him worried.