GENERAL WALKER’S CONVERSION TO ROMANISM. – The Mobile Mercury of the 1st inst. publishes an extremely interesting account of the reception of General WALKER, of filibustering notoriety, into the fold of the Roman Catholic Church. It is gratifying to know that the General has become a member of any church; but it is possible that there may be some people uncharitable enough to imagine that his change of religion is only a prelude to another foray upon Central America, and that he is preparing to render himself acceptable to the people of that distracted country by embracing their religion. The Mercury has no doubt that General WALKER was induced to enter the fold of the Catholic Church from “overwhelming conviction,” and we have no doubt such was the case. The great filibuster, to do him no more than strict justice, appears to have always been influenced by an overwhelming conviction in all his escapades.