Back in the dim, prehistoric past, we were animals. We're still animals, but since we've learned to speak, we have some social, cooperative and practical skills that other animals lack. Animals, including other social animals like wolves and bees take what they need from others, including killing them, and don't worry about consequences beyond immediate self-defense during the actual act. Within the pack, wolves may fight over who gets the choicest bits, but they ultimately try to make sure everybody has enough to eat.
Prehistoric people were this way too, but as they became more specialized and tool-based, the need to generalize the basic fairness within the tribe became important. Tribes that respected internal property rights tended to have less internal fighting, greater specialization, and better cooperation, resulting in better survival. This is the basis of our notions of right and wrong, good and evil. Stealing from and killing each other is bad. Stealing from other groups or animals, not so much. It's practical, and there's evolutionary pressure to see that we do it. But young people sometimes have a hard time seeing the big picture, so they have to be taught how to behave. Most people get the point fairly quickly. Some do not. By stealing from their friends, they can give themselves a small advantage, and by hiding it, they may be able to get away with it. In a small group, they can't hide for long, and eventually they're caught, and appropriate punishments were dealt out.
We're also animals that like stories and like to tell stories, and we're curious about how things got to be the way they are. So naturally, we made up stories about that, and passed them on. Some of them made more sense than others, and some of them were better stories than others. Many of the ones that survived had a "moral", a broader point that the listeners would be able to learn from and adapt to their own lives. Until the invention of writing about 5000 years ago, we couldn't write the stories down, so there were a lot of these stories being passed around orally. Like other things, which stories survived was subject to some evolutionary pressure. Among the ones that survived were ones that leaders realized helped the social order and made it easier to do their job.
Many of these stories had a powerful person. Sometimes this was a chief or king, but sometimes this person was more powerful than any real person could ever be. The Babylonian hero Gilgamesh is one example. These superheros over time developed a new name. We call these beyond human superheros "Gods". In many stories, these superheroes never really died, but were out there in the stars or the forest somewhere, helping us along.
Somewhere along the line, somebody had the bright idea to connect punishment for bad behavior to these stories. Since the superheroes rarely actually came back to punish wrongdoers, there is need for some alternate reality in which wrongdoers get theirs. Since some sort of afterlife is a common element of these stories, it was convenient to use that: even though you managed to hide your crimes from us, you can't hide from the superheroes, and they'll punish you in the afterlife. For most people, this was unnecessary. But for a few of the wrongdoers, it did work. Since it was impossible to distinguish a wrongdoer who was effective at hiding from a rightdoer, it was important to try to convince everybody of their validity. It didn't completely work, of course: some bad people didn't believe in the stories, and some bad people didn't care. But lots of good people didn't believe in the stories either. As long as they didn't do anything to undermine the system, there was no harm in that. Lots of people see the larger point, which is to behave in ways that don't undermine the social fabric, without needing the stories to keep them in line.
Over time, some of these social groups grew bigger, and a shared group of stories was often part of the social fabric that bound larger communities together. Prior to the development of writing, about a thousand people was the practical limit, but after that, much larger groups became possible. In a small group, it was very difficult for a bad person to stay hidden for long. But as groups grew larger, it became much easier for a determined bad person to hide their misdeads. One response to this was specialized policing. A certain number of bad people would get caught this way, but criminological and judicial skills were still pretty primitive, and a lot would get away with it. A lot of leaders came to believe that the only solution was to force people to believe in the whole afterlife with punishments for the wrongdoers schtick, and that not believing in it was just as bad a crime as real crimes, like stealing. It didn't help much, but that didn't keep them from trying.
Wise leaders through history have realized that allowing people to have their own belief systems, including skepticism, is the best policy, and many of the greatest scientific and political advances have come out of these societies. Periclean Athens, early Imperial Rome, Andalusia, late colonial New England, late 19th century Vienna and Budapest, and many more, have mostly had an official religion, but were completely tolerant of others, and achieved great things because of it, and didn't suffer from higher crime rates at all. Many of these enlightened periods ended with religious fanatics taking over and destroying not just religious freedom, but the successful society as well.
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