The /Xam San people from Africa are possibly the earliest known, and some of their tools found in an abandoned cave in KwaZulu-Natal, South Africa, date to around 44 000 BC.
Most of our information about the /Xam San come from a man named //Kabbo, a member of the /Xam San who in the 1870s was released from prison into the custody of Dr. Wilhelm Bleek, a German linguist who hoped to learn about the /Xam San, their culture, language, and practices.
The /Xam San believed in a realm that was invisible to them but that also had an influence over their lives. Phenomena such as altered states of consciousness, including visions and hallucinations, were evidence of this supernatural realm and its connection with the natural realm. They also believed that beings within this supernatural realm could inhabit animals such as the eland, the meerkat, and the praying mantis. The /Xam San people also had their cosmological views such as a three-tiered view of the cosmos with the spirit world placed both above and below the natural world. They also believed that each world was accessible to the other and what occurs in one world has influence over another world. Some people who had special powers given to them by their creator could enter the spirit world, and a trance like dance was a means for opening up access. Those who entered the spirit world would plead for the sick in hope to return with healing powers.
They believed in a creator by the name of /Kaggen who dreamed the world into being, and inhabited the upper realm alongside animals and the spirits of the dead. /Kaggen could transform into human beings and animals should he have desired to do so, for example, he would transform into an animal as a means for it to be hunted so that it provide food for the /Xam San people. The /Xam San had their own myths to explain the origin of things such as natural phenomena. They believed that the children of the Early Race (a respected hybrid race of animal-humans who had the power to create, shape, and transform, and who were the first to live on Earth) threw the sleeping sun into the sky, that the stars were created by throwing the ashes of fire into the Milky Way, and that clouds came about as the result of the hair of the dead. When a person died his or her hair was transformed into clouds with the purpose of sheltering human beings from the sun, particularly because the /Xam San were a desert dwelling people. Rain was believed to be the result of an animal, for example, thunder storms were the result of a rain bull and a gentler rain that of a rain cow.
“Fear and Faith” Episode 2–Derren Brown induces a “God experience” in an atheist and explains (and illustrates via experiment) each element of cognitive science that allowed him to do so.
There is evidence in the Bible that the Israelites did not start out as monotheists. See Rollston, The Rise of Monotheism in Ancient Israel–Biblical and Epigraphic Evidence http://www.rollstonepigraphy.com/?p=14 Also this discussion of the same topic http://undeception.com/deus-intra-machinam/
Also, these pieces on polytheism, henotheism, monolatry, and monotheism.