There are traces of religio-magick practices found as far back as the Paleolithic times. Many pagan religions utilize relgio-magick as their method of worship
Neo paganism in the sense of "Wicca" specifically owes its new lease on life mostly thanks to Dr. Gerald Gardner who was the first witch to speak up about witchcraft being a true religion that is still practiced today. This occured shortly after the last law against witchcraft was repealed in 1951. It has been a growing movement ever since.
If you believe in creationism, that is the first religion. from a nonsecular point of view, the early African tribes in the paleolithic times practiced something called sympathetic magic. Sympathetic magic were rituals and dances that supposedly brought fortune to a hunt or encounter. Arguably this is the first religion, little is known about the practices other than this though.
Religion was practiced by the indigenous peoples of the Americas probably for tens of thousands of years. If the land bridge of the northwest really was the means of egress from Asia into the Americas, then religion was first practiced in what is now Canada and the northwest US.
Adam and Eve are believed to have practiced the religion of Judaism, as they are considered to be the first human beings in the Abrahamic religions, which include Judaism, Christianity, and Islam.
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It is thought that anything early man could not explain, was assigned to gods. In some societies , sacrifice (human or animal) was used to placate the gods and avert natural disasters, or ensure a good food crop next season.
Islam is a religion, not a civilisation.
Judaism was the first religion to be practiced, though I can't place a time on when it started I can however tell you why. Religion mainly answers what happens after death and how we got here.
The roman Catholic Church is not pagan though it has taken on some of the ancient rituals and practices that were practiced by pagans in the first few centuries and other cultural influences may have entered the church in the intervening centuries. Not enough has entered the church to call it pagan though. The church also does not actually teach the same thing as Paganism so could not be considered anymore Pagan than any other religion in that way.
Paganism is as old as the Civilization of Humankind. Pagan beliefs started when people started thinking about the natural phenomenon, Moon, phases, Season changes, Rain and Thundering, Tree growth, Harvesting and the Breeding of Prey animal, Maintaining Livestock etc.Another ThoughtPaganism is the original spiritualism, dating back past the civilization of humankind and originating at the point where we (as a species) became self aware. The first creature to raise its head and look at the stars with fear and wonder harboured the seeds of paganism in its breast.
Roger Williams (I think that's his name) was one of the Englishmen who first practiced the Baptist faith.
This was first practiced by the Pilgrims in the 1620's.