There are several objective scientific approaches to religion to answer questions such as why religious belief is ubiquitous in every society. In neurology, work by scientists such as Ramachandran and his colleagues from the University of California at San Diego  has found evidence of brain circuitry in the temporal lobe that gives rises to religious experiences. In sociology, Rodney Stark has looked at the social forces that have caused religions to grow and the features of religions that have been most successful. In evolutionary psychology, scientists consider the survival advantages that religion might have had in the hunter-gatherer societies.
Religions are systems of belief which deal with the supernatural? - what happens to us when we die, the nature of Deity (or Deities) (cf God) and our relationship therewith. Most religions begin when Deity intervenes in the lives of a person or group, enlightening them and establishing a superior way of life leading to internal peace in this life and qualification for some kind of Heaven after this life.
Religions deal with the (more or less) divergent lifestyle?s espoused by other religions in several ways. Religions with more closed sets of beliefs may label all others wrong, corruptions or counterfeits of the true faith. More open religions praise all belief systems as beneficial.
Origin of religion
The origin of religion in general and for particular religions is usually controversial, since religions often claim of themselves to have been derived directly from information supplied by god(s) to choosen human messanger(s). Followers of the religion (by definition) accept the claims. However followers of a particular religion may however have no difficulty in suggesting human origins for the hundreds of other practiced religions.
It appears that religion was practiced before the invention of writing, with stories passed down orally from one generation to the next. Evidence for religious ideas can be found in elaborate burial practices in which valuable objects were left with the deceased, perhaps intended for use in an afterlife or to appease the gods. This reached its most spectacular form with the creation of the [pyramids of Giza]? and the other great tombs of ancient Eygpt?. It's possible to speculate on religion developing gradually, from stories originally created for entertainment or told to children, elaborated over generations and eventually accepted as fact.
Religions created in modern times are often reasonably well documented (e.g., Scientology.) Reasons for the creation of religions seem to include desire to obtain wealth and power over others. It's easy to speculate that similar forces were at work in the creation of earlier religions: often state politics is also likely to have been an important factor. It has been suggested that humans are particularly easily influenced by religious ideas because they feed various emotional needs such as the need to feel loved or the need for justice.
Religion vs. Mythology
Extinct, ancient polytheistic religions, such as those of ancient Greece, ancient Rome, the Vikings, etc., are often studied under the heading of mythology. More exactly, the stories and legends around these beliefs comprise the mythology of one of these religions. More generally, by extension, for the non-adherents of any given religion, the stories and legends thereof are sometimes referred to (but usually pejoratively) as the mythology of that religion.
This issue is further complicated by Neopaganism, whose adherents worship gods and goddesses from many of these "extinct" religions.
Monotheism vs. Polytheism
Religions are often divided into monotheistic and polytheistic traditions, but many are difficult to classify, either because they have no clear concept of "god" (like Buddhism), or because they claim to be monotheistic while having, at least in their opponents' views, more than one god. An example of the latter case is Christianity, which claims to be monotheistic but worships three distinct divine "persons" in one Godhead (God as Father, Son and Holy Spirit), explained in the doctrine of the Trinity. This fulfills the requirements of monotheism as far as Christians are concerned, but the argument generally does not impress Muslims.
Orthodox Chistianity also recognizes the existence of minor, created spiritual beings: angels and demons, but they are not worshipped as gods. In Catholicism Mary and the saints have especially important roles. According to Catholic theology, they are revered but not worshipped. The difference between "minor, created spiritual beings" and "minor, created gods" appears to be nothing more than terminology.
Neopaganism, a religion generally considered to be polytheistic, is also difficult to classify neatly. While adherents worship a diverse pantheon of gods and goddesses, a great many of them believe those personalities to be facets of a single Divine entity.
Other and related
New religious movements:
Torah -- Tanach -- Bible -- New Testament -- Talmud -- Koran -- Kitab-i-Aqdas -- Tao Teh Ching -- Bhagavad Gita -- Upanishads? -- Vedas? -- Pali canon -- Book of Mormon -- Principia Discordia -- [Book of the subGenius]? -- [Book o fields]?