Aleph is used in the names of various cardinal infinities, and omega is used for the first ordinal infinity.
God has often been identified with infinity, e.g. by Cantor himself. And God is often referred to as "the alpha and the omega". Are these connections deliberate?
I'm posting an answer based on Asaf's comments. The following reference addresses this question to some extent:
From page 179 (of the reprint version):
Note 32 reads:
Here, (II) denotes Cantor's letter-book for 1890 through 1895.
According to this, his notation $\aleph$ was chosen for practical reasons rather than inspired by his heritage or religious reasons.
In page 99, Dauben explains:
Note 14 elaborates:
Here, (1883c) is Grundlagen einer allgemeinen Mannigfaltigkeitslehre. Ein mathematisch-philosophischer Versuch in der Lehre des Unendlichen. Leipzig: B. G. Teubner.
The above does not really elaborate on the reasons choosing $\omega$, although it hints at the visual similarity between $\omega$ and $\infty$. In any case, it does not mention any religious connections.
On the other hand, Cantor uses $\Omega$ (rather than $\omega$) for the “Absolute infinite”, and here religious symbolism is definitely present. He writes:
The above is from Cantor's Mitteilungen zur Lehre vom Transfiniten, Zeitschrift für Philosophie und philosophische Kritik 91 (1887), 81–125; 92 (1888), 240–265.
And in a letter to Dedekind from 1899, he adds:
Here, by "number" he means "ordinal number", and the inconsistency he refers to is the fact that $\Omega$ itself, unlike its proper initial segments, cannot be an ordinal (or we would find ordinals $\delta$ greater than themselves).
Dauben discusses Cantor's religious views in some detail (see in particular the last chapter). Another useful reference in this regard is