Thomas Hobbes once said that man explains that which he cannot explain in terms of God. Religion was important during pre-historic times as it is now; it was a way in which people could explain that which they could not explain. Figurines that have been found among Cro-Magnon artifacts often display pronounced feminine features and often appear to be pregnant. Remains of early settlements in Turkey such as Catal Huyuk have bull-like objects prominently displayed. The Bull was later a symbol of strength and fertility in later civilizations--Baal, the Phoenician god of the storm, was often portrayed with bull-like features. Obviously, early man drew the connection between fertility and increases in both wildlife which he hunted and the vegetable items which he gathered.
Interestingly, even Neanderthal man seemed to have had some sense of religion. Many Neanderthal burial sites indicate pollen from flowering plants--the dead were buried with ceremony, including flowers. Neanderthal apparently had some sense of life after death. Here again, the age old question of "what happens when we die" was explained by early people by adopting religious beliefs.