On base of archaeological finds only, it is hard to reconstruct the religious beliefs of the past. Many aspects of it, like stories, songs and most rituals do not leave any traces in the soil that we can recover today. Thankfully, ritual actions took place which did leave traces. We know for example burials dating to the Middle Stone Age in the Netherlands. The dead were accompanied by grave goods like flint tools, and from the New Stone Age on also pottery,stone axes and jewellery. Maybe the vessels were filled with food and drink. Presumably they believed in a life after death.
Another much used ritual action was the sacrifice of objects in rivers, bogs and near wells. In the New Stone Age, at these spots amongst others, stone axes, wheels and pots were buried. In the Bronze and Iron Age large quantities of precious weapons, axes and jewellery were deposited. Humans were sacrified as well: the famous bog bodies. In Drenthe, a small Bronze Age temple has been found in the bog. Wet, natural sites probably had a special meaning, possibly as homes of spirits, gods or ancestors.
Looking at ethnographic evidence, we can presume the hunters/gatherers had an animistic belief, meaning they believed all items, animals and plants had a soul. With the transition to a farming existence, the seasons, de yearly cycle of sowing and harvesting started to play an important role at all kinds of rituals, just like the sun, moon and the constellation of certain stars. This we can conclude from monuments like Stonehenge in the United Kingdom. Thanks to Roman authors, we know the people at the end of prehistory believed in different gods. The Romans wrote about a number of rituals as well.