Here’s a link to a video on the subject of Anglo Saxon religion before the adoption of Christianity. It’s a great example of the troubles of finding out about the past. Sometimes there are hints at something which existed, but there are no writings and captured thoughts from the people who lived back then. Writing is an important way for people to be remembered long after their language dies out.
Also, for people who live in societies that have old folk tales, consider writing them down. A thousand years from now, you could be the only source for what people believed in previous generations.