Ned Heiden – Most likely the first human who invented the first god was some smart tribal guy who saw that it was a very effective way to protect himself from bodily harm by the stronger ones if he made them and the less smart members of his tribe believe he had a very strong friend living across the mountains.
A friend so strong that he could make the mountains rumble by stamping his feet on the ground. Others would not dare to attack him fearing the revenge of such a powerful friend and even though no one ever saw this friend it was better to be safe than sorry.
It probably did not take long for this smart guy to discover that his fellow tribesmen were easily led to believe that this thunder ally would make them nearly invincible in battle with rivaling tribes and could even conquer these tribes.