The first man-kind on this planet didn't know stuff about anything, how could they've formed a religion?
Religion was initially a spark of curiosity, a way of people gathering, and a deep interest into that which is beyond man. It, in a sense, was the first form of science. Maybe there wasn't organized religions or religions as vast as, say, Christianity. But certainly religion has existed for a long, long time. At least several thousand years, not including religious tendencies and behaviors, which can be dated back to prehistory.
But this topic isn't really a history lesson. :o
I'm pretending Mage is a 31 Year old aloveual male. Though he might be, the Bieber.
O u. :3