I found this quote on the web: "As for whether the composer was circumcised, Botstein concluded that he was — because that procedure normally occurs eight days after birth (and the boy was not converted until years later). And in 19th-century Germany, where Mendelssohn lived, circumcision was exclusive to Jews. Therefore, every day, and particularly in the conduct of his routine and intimate life, Mendelssohn, if circumcised, would have been reminded of the difference in his birth.”

But in a book called "The Price of Assimilation" by Jeffrey Sposato, the author concludes, after reviewing certain records in Hamburg from 1809, that Felix was not circumcized, since there is no record of it.