Answer:
It a humorous name for a hoped-for scientific theory -- not yet developed -- out of which we could derive all four forces in our Universe. Another name is Grand Unification.
As an example of what unification means, Isaac Newton was able to unify the law of orbits of planets around our Sun with the law of falling bodies on the surface of our Earth -- either can be derived by Newton's Law of Gravity.
At present we have a law dealing with gravity -- general relativity -- and a law dealing with the other three forces -- the Standard Model -- but these two laws are completely incompatible with each other. A single law from which we could derive both of these other two laws has been called the "Theory of Everything." There is nothing religious about it whatsoever.