Humans have a strong tendency to believe in the supernatural. Some of what is "natural" is plain -- things that everyone can see, hear, or otherwise sense in essentially the same way. But beyond that, the distinction between natural and supernatural is very much a product of the accumulated wisdom of science. Universal gravitation is something we consider natural and real. But it is a form of spooky action at a distance, and not obviously more sensible than the idea that spirits live in trees and rocks.
We humans owe a lot of our success as a species to noticing relationships and regularities in the world and taking advantage of them. For instance, our band knows that root vegetables are a good source of food. Suppose we move to a new environment and find that the predominant root vegetable makes us sick. It is good if we suspect it too can be a good source of food if we can get past obstacles, and we experiment with different ways of cooking it or pounding it or treating it to see if any of them make the food edible. If certain prey animals show up in a certain place due to a particular combination of (say) season, recent rainfall, and the distribution of other predators, it is adaptive if we can detect that relationship. We are selected to try different things and keep doing the ones that work. However, this effort to find regularities is not highly developed -- we are not born with any refined intuitive sense of statistical significance, for instance. So we are also prone to finding false generalizations as well as true ones. The evolutionary approach would suggest that however imperfect we are at finding generalizations, the benefit of the true ones outweighs the downsides of the false ones.
"Primitive" humans trying to make sense out of the events of the world are dealing with not just other people but plants, animals, rocks, earth and sky. It is no surprise that they decide there are spirits in those things to try to explain what they otherwise cannot explain.
As for belief in one all-powerful God, this idea is appealing as a natural extension of childhood. As children we trust our parents to have everything figured out. If we explore the world as children and find confusion or danger, we can return to our parents and they will protect us. To a young child, parents seem all-knowing, all-powerful, and all-good. As adults our intellect may make us wonder about why we're alive and why we should follow society's rules. We may find ourselves overwhelmed trying to think everything through. A God who is very much as we viewed our parents is a comforting salve for a mind thinking things through too much. The idea of a reward for being good little boys and girls also fits in nicely with adults being good and doing what they think God wants them to do.
Along with religion comes the hope for an afterlife. This makes our mortality more bearable and is adaptive for that reason -- in some cases it may be a deterrent to suicide. As it happens, in successful religions a good afterlife is dependent on doing certain things -- almost always ones that in fact improve our fitness. It is a very unusual religion that discourages everyone from having any children, and we know what the fate of the Shakers was. No religion suggests cheating members of our own social group or neglecting children. Our brains may be wired to support belief in supernatural entities which enjoin us to do things which in fact increase our fitness in the natural world where we leave more or fewer descendants.
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