tore mentioned animism - this is the foundation for most primal 'religions'. the idea of gods, or even of powerful supernatural entities, is really quite recent.
even the idea of the 'supernatural', which is by definition opposed to the 'natural', is a modern idea. the more time you spend learning about ancient religion, the more natural it becomes.
i have spent a lot of time studying ancient art, and i have seen very alien looking images in my studies (like the one below). but if you take the time to approach these images from the context within which they were created, rather than from an external perspective, you realize that the sorts of interpretations you proffer are really not valid.
