This is a public domain image of Stonehenge– a monument that was created in the Neolithic period.
THE LATER STONE AGE (~35 ka)
Nature Worship
See Noss and Grangaard, "A History of the World's Religions," p. 5.
Prehistoric humans anthropromorphized their surroundings by turning to nature worship and representing the Earth as a universal mother for all life. In the eyes of LSA people, the Venus of Willendorf was not merely a goddess among a pantheon of other deities. She was instead a representation of the Earth's "abundant procreative and nurturing capacity" [1]. Because of this, she was portrayed with large hips, an ovoid abdomen, and a posture that makes it seem as though she's preparing to breast-feed (ibid.). This figure was crafted around 27 ka [2] by humans who worshiped the Earth as a "universal mother and grain bearer" [3]. Alongside Earth worship, humans also glorified the sun, moon, stars, and even trees. And much in line with the iconic Stonehenge monument, they also drew great inspiration from stones and pillars [4]. In other words, they worshiped and honored the things they didn't understand. This is to be expected, seeing as humans have a long history of anthropomorphizing or attributing many ordinary things to the work of supernatural forces. Anthropomorphism even happens in the modern age as some believe that robots and plants are conscious persons with emotions.
The Afterlife
Our ancient ancestors believed in an afterlife, but their treatment of the deceased tells us that they may not have imagined the hereafter being peaceful. Some cave paintings appear to depict out-of-body experiences in which a person views their surroundings from a visual-spatial perspective outside of their body [5]. Such experiences would undoubtedly cause the subject to believe that their mind is not the same as their body since the two can apparently seperate. This also made them look at the deceased in a different light. If the mind can separate from the body, then that opens the possibility of a person's mind or "soul" sticking by their corpse after they've died. To ensure that a deceased person's soul woudn't later reanimate their body, our ancestors covered the dead with heavy stones, tied them up with sturdy ropes, or even drove a stake through their chest to pin them to the earth [6]. One can only wonder how many people revived from a near-death state and were subsequently killed because their fellow tribe members feared a zombie uprising.
Shamanism
See Noss and Grangaard, "A History of the World's Religions," p. 4.
Humans believed shamans could petition the spirit world to aid in their survival. This mysterious illustration comes from the Cave of the Trois Freres in southwestern France and was probably created some 15,000 years ago. It depicts a bearded man wearing a costume with reindeer antlers, the ears of a stag, bear paws, a horse's tail, and various animal skins that were stitched together. It's unclear exactly what he's doing in the image, but the most probable explanation is that he's performing a special dance to assist the rest of the tribe in their hunt. This may seem strange to you. After all, how can prancing around while wearing an animal costume help with catching dinner? It’s absolutely certain that there were shamans in the LSA who believed they could control events and were so tuned into the spirit world that they could call upon it on others' behalf. So, going back to the sorcerer in the picture, this man probably felt he was petitioning the spirit world for a good hunt. He was pulling his weight by using spiritual means to assist those doing the physical work of trying to attain food and shelter [7].
Spirits
In a similar vein as their belief in the afterlife and a spirit world, LSA humans also probably accepted the existence of a myriad of spirits (or immaterial living entities) alongside the human soul. Many modern aboriginal and hunter-gatherer peoples believe that the world is suffused with spirits. They don't use words like "natural" and "supernatural," but they can instead tell when something is infused with a spiritual force according to how powerful it is. For example, many of these people believe that sneezing dispells a commonplace spirit that may not be as potent as the evil entities shamans are trained to drive out of possessed individuals [8]. But some think the spiritual realm is even deeper than this. A belief in animism, or the notion that all motionless objects and living beings possess a soul or are animated by a spiritual force, is very common among most aboriginal and hunter-gatherer peoples [9]. Given that these beliefs are so common around the world, it's probable that ancient hunter-gatherers also held similar beliefs. Thus, by way of analogy, we can reasonably infer that our LSA ancestors' religious worldviews involved many spiritual entities that controlled the weather, could possess humans, and possibly even existed within motionless objects like rocks.
God
The existence of a high god is widely-accepted by all kinds of modern tribes around the world, and this implies that humans in the LSA believed in a creator deity too. A high god is commonly posited by aboriginal and hunter-gatherer societies in order to explain either where everything came from or the creation of their individual tribe and way of life. Indeed, myth-making frequently serves the purpose of maintaining social patterns [10]. Since the high god is almost always just a deistic force that watches at a distance but never intervenes, there's no way to demonstrate the validity of these mythical claims that are regularly used as an ultimate explanation of big questions or for social control. Still, belief in a high god among groups such as "the Pygmies of Africa, the Fuegians of South America, and the Australian bush peoples" is "clearer and more definite" now than ever before [11]. Of course, they aren't the only ones who believe in a high deity. The Baluba people in Africa claim God is outside of time and has no body [12]; indigenous peoples in the Canadian Shield believe that Kitche Manitou, or the Great Spirit, is sacred and created the universe [13]; and Aboriginal Australians often postulate the existence of an eternal "old man of the sky" [14] (cf. the information below regarding the Australian high god, "Baiame"). The fact that so many people independently came up with a belief in such a creator deity suggests that it's natural for humans to look to a higher being that resembles themselves (namely, a personable God) as a way of explaining life's big mysteries. Therefore, if this kind of explanation is natural for humans (likely due to a biopsychosocial phenomenon), then there's good reason to believe that our ancient ancestors in the LSA would also come to believe in a high god.
This towering figure with elongated arms is the "Father of All" for some Aboriginal Australians living in the eastern side of the Hunter Valley. According to local legends, Baiame lives in the sky and is the most important ancestor of humanity, creator of all things, and lawmaker. After he created everything, he climbed into the heavens by stepping on Mount Yengo (thereby explaining why it has a flattened summit).
See "Baiame Cave."