Unfortunately Human kind probably used similar in hunter gatherer times as well. Get a group together, find a nice herd, offer something. Anything unexplained, like thunder, it's another being. Lots of cave art the world over shows this.
You mean organised religion. They would have still worshipped something.
For me it would be around 375AD. In the middle of England. I'd have under floor heating, a varied diet, baths and all the slaves I could eat.