Well, being that I am a Gentile, traced far back enough my ancestors were obviously Pagan.
I know nothing of my fathers side of the family. I have not seen him since I was 3. My Great Grandmother from my mothers side was a strong Assemblies of God Christian. I do not know who first went from Catholic to protestant in my family line considering that the ethnicity’s I come from are strongly Catholic (Basque, Mexican, Italian and The Yaqui tribe from Mexico who were converted by the Jesuits) But I am guessing it was with my great grandmother. And my family from her down to my little cousins are varying type’s of protestant. I am the only Catholic in my immediate family. Though I have discovered a few relatives who are also Catholic through facebook. But the overwhelming majority are protestant and I myself went from Pentecostal/non denominational leanings to Lutheran to Catholic. My mother is a Calvary Chapel Christian. I have a aunt married to a assemblies of God minister (He is a good Godly man) But I think the rest of my family just believe in God but are very secular.
From my grandfathers side, they are Yaqui Indians (from Sonora Mexico but a great number of them migrated to Arizona) and the overwhelming majority of Yaqui’s were converted by the Jesuits, So I am guessing a lot of my relatives down in Arizona who I do not know are still Catholic. My Grandfather basically was probably Baptized Catholic as a infant but was not a practicing Catholic from what I hear. My step Grandfather (who I basically consider my dad because he raised me along with my Grandmother) was a non-practicing Catholic.
I did not get much heat when I decided I would become Catholic. A little, but not much. My Grandmother, who is Pentecostal, respects Catholics. My Mother, who is Calvary Chapel christian has some very false beliefs about The Church but she respected my decision and went to my Baptism and does not give me problems. My aunt who is married to the assemblies of God minister gives me Catholic books that she runs into

The rest of my family are so secular, I do not think they would care what anyone converts to as long as they just believe in Jesus.
Interestingly enough, my mother recently took a DNA test to see what she has mixed in her blood and it said there is a chance she is about 1% European Jew. So… far enough back, a distant relative that we share blood with could have been Jewish.