A few known myths and key cultural concepts. You can research most of these concepts on Wookieepedia.
Video in Mando'a (with English subtitles) about about Akaanati'kar'oya (the War of Life and Death), which mentions the three major gods: https://www.youtube.com/watch?v=rlVsj8BWLt0
Myths
Ka'ra, the stars as the deceased Mandalorian kings
Kad Ha'rangir, the destroyer god
Arasuum, the god of stagnation (who might not always have been a "bad" god)
Hod Ha'ran, the god of fortune
Manda, the Mandalorian collective soul
Haran, destruction of the cosmos
Akaanati'kar'oya, War of Life and Death, the Mandalorian creation myth involving Kad Ha'rangir battling Arasuum
Key cultural concepts
Akaan, war
Aay'han, a time of remembrance and joy
Cuyanir, to survive
Darasuum, "eternal" as the idea of living forever because you are remembered
Dar'manda, the loss of one's Mandalorian soul
Oya, an important word related to hunting, a key concept in Mando culture
Shereshoy, living life to the fullest