How did it begin? Good question.
It's hard to imagine what humanoid proto-Apes were thinking about as they evolved into us. But, we know they were social. When we look at the social contract Apes have with the alpha male in their group and compare this to the social contract people have with Kings, Pharaohs, Prophets, Emperors and Shoguns ... there's a distinct similarity.
Why do people believe in Gods and Goddesses - probably because they have this cause-and-effect evolved brain that demands it get an explanation. To do this it produces feelings of stress that will only be alleviated AFTER it gets an explanation. What's easier than "The Gods did it". By saying the Gods did such and such, early humans were able to continue doing what needed to be done and not waste unessessary time trying to figure out WHY a rock fell on Wilma. Now we're stuck with it.
I wonder, why do you suppose people believe in Xenu the Intergalactic Warlord? Do you think people's propensity to join such religions says that Xenu is real or says something more about human psychological needs?
What is your point?
That you are better than the humanoid proto-Apes?
Or that people today should be better than humanoid proto-Apes?