Agreed. People make up gods in the same way they make up aliens and ufo nonsense. But you could've gone into more detail. For instance, do you see religion as an evolutionary process in the way that Robert Bellah does? He postulates that cultures begin with primitive and archaic religions until they hit an axial stage where modern religions develop. In all, he suggest 5 stages of religious devlopment.
Others have taken off from this and suggested "new axial" ages where modern religions develop to answer/deal with modern questions of science and discovery. These include ufo cults, scientology, and new age mumbo jumbo.
But on what data do you rely to support the contention that "most religions are mans (sic) first attempts of self government in order to bring order out of anarchy"? H. sapiens have been around a lot longer than writing, so our best inferrances to the structure of "civilization" include artifacts of agriculture and habitation as well as religion. It seems likely that religion is a result of a given population's attempts to deal with post-death existance and the concept that the natural and supernatural worlds were one (as is the case with modern examples of Bellah's "primitive" religions): therefore, when resources were taken from the world, appropriate gratitude had to be demonstrated for future availability or to not piss off the gods.
Religions existed long before governments... governments existed in ways that were ditinstinct from religion, but inclusive. We can see this in excavations of sites like Ur where temples and religious sancutaries were obvious as were palaces. The palaces included shrines, but the temples didn't include secular aspects of government that can be seen in the archaeological record.
I say religion and governments are separate and distinct, governments, however, have the common sense to include religion in order to appeal to the populace. In many circumstances, governmental leaders, such as kings, took on the personae of deities or gods, but their governance was still bounded by the religion and overstepping religious boundaries was risky and difficult. England's creation of the Church of England is an example.
I would also suggest that "anarchy" did not exist prior to government or religion.