Humans, being a social animal, organically developed codes of conduct (moral behaviors) within the various groups which facilitated order and efficiency within the group. Then around 500,000 years ago there was a tripling of the size of the neocortex part of the brain -- the part associated with religiosity and philosophy. This coincides with burial evidence and artifacts which suggest belief in a supernatural world, populated by unseen sentient entities. This filled our need for order in the natural world by ascribing to these entities an explanation for the violent and chaotic world in which they lived, and this explanation gave man a feeling of control just by knowing these entities existed, and that they could sway them by worshiping them.
That depends. The oldest mainstream religion is Hinduism. But religion itself is much older. It goes back to man's earliest days. It started when our Neanderthal cousins started burying there dead with tools and jewelry to prepare the deceased for the afterlife. So really it's impossible to date exactly how old religion is.
The first form of worship was nature/sun worship, however the oldest currently followed "religion" is Hindu. However there were earlier in Sumer and Egypt that predate them. Christianity and Judaism is a late comer to scene (Judaism about 8th- 7th century BCE)
Long, long before any organized religions, people were pagans, and believed, in many places, in the chthonic gods - those in lakes and the sea and under the ground. They were responsible for giving the people fish and food and stuff.
Before that, as Laurey says, people were animists - that is, they believed that things like rocks and flowers and clouds had souls...