It's hard to say since there were no written records that far back but most anthropologist agree that it was likely a Earth based religion that worshiped aspects of Nature, the Sun, Moon or the Earth itself. There are small idol statues found to be over 35,000 years old depicting goddess figures with exagerated features like hips and breasts that likely represent a Earth Goddess/ Fertility Goddess Also cave paintings that go back even further often show images of people worshiping a figure in the sun, or spirals which are usually used to depict the cyclical nature of life
The first religion it the modern terms of an organized system of worship with rites, rituals, and written instructions was the pyramid texts from 3500 bce. But the practice of worshiping the natural and super natural could be traced as far back as 200,000 years when the fast evidenced burials took place.
Taboo: a survival of species technique whereby fear of death is the motivator. Methane is invisible and heavier than air and is released from swamps and bogs. Those areas were to be avoided because everyone that went there never returned. The elders needed to establish a way to describe how death could magically come to children if they went there. After eons man came to realize that there was a greater power than he and has been seeking answers to the same question we ask now. That is what makes this site so interesting. You will find that opinions are like noses, almost everyone has one and sometimes none of them are the same.