The human population was much smaller than today back when, in your terms or perhaps common terms, “religion was created”. The populations were very small actually and we are all sort of relations to each other. But there were also visitors from other worlds during the times of small populations.
The oldest religion, in my opinion, is Hinduism even though Hinduism is a modern term. Some use older terms such as Sanatana Dharma (“Eternal Law”) and such, but even back then perhaps there was no term other than the adventure of being alive in the world.
What I find in what you call mythology is a commonality which is rather amazing. In the latest edition of Minerva magazine, MAY/JUNE 2016, page 19, is the Idol of Reshef the Phoenician Deva of Thunder. I should scan it and share, but to save time I will describe – it was one of the treasures recovered from the Sicilian Seas and is a 1000 AD circa bronze found off the coast of Sciacca.
Here is a picture of Reshef:
What do you see? Well, what I see is clearly the same Daiva, Indra, beard, holding the thunderbolt, with an Egyptian style crown, could easily be compared to Thor but clearly a thunderbolt held instead of a hammer.
I find the same pantheons again and again and again, going way back.
Now when did “religion” as in organized, begin?
My reading of scripture and visits to the world, is thousands of years ago – we were always looking up at the stars. Meteorites fell.
In some areas of the world, you can see them clearly, very clear, such as in the mountains as the Western Himalayas and Caucasus. So humans have always been much, much smarter than given credit. There were tribes who would seek where the meteor fell. Some were iron and other metals. Some were more like blackish and glassy crystal like (the corner stone in Mecca, the Moon God).
Here from this meteorite metal the first cudgels and weapons of power were made from. And Idols were made from them.
The chariots came, from these tribes later. But they had the iron weapons. Iron is our word today for Aryan. Also Iran means Aryan or Iron.
It is a long but not so far away story of religion. Before religion they came from other worlds to visit us also. And there are also demons and Rakshasas. Angels and Daivas and Devas and Devi. Many. But it is not the Gods Who are the “end game”. The end game is the experience. When there were few of us, a long time ago, we became smarter in our ways. The first City was made. It was near a great river – and was called Kashi the City of Light. Walls, and society had types, there was the priests, and the Kings and warriors, and the farmers and the workers. Here we learned to grow grains and store grains – we learned this from them and as well from our own savants. The Idols that were made from meteorites were establish inside the City walls. Later, they were mass produced for the common people, sometimes in clay or bronze. Mother Goddess was in every home. Ephesus. Annapurna.
Annapurna is the Queen of Kashi. Shiva as Vishveshvara (Lord of the Universe) is the King. But also Ruler FROM the Universe. Annapurna is the Goddess of Grains – a manifestation of Parvati the Great Mother.
That was the beginning of “religion”. When we humans built the first City. Nothing so much is created. It is all over the place, but “form shifted”. Then when we made the first Metropolis, our populations grew. We went about. Far. We will go into space, also. We will bring the dog with us. We have been with the dog for 40,000 years. Now we are together, the dog will travel the universe with us. Next to Bhairava is the Dog.