Gurudev, Rg-Veda is loaded with deities (Devas). Just because vedics didn't have temples and statues, and had only fire-rituals, doesn't mean that they didn't have Gods/Goddesses.
Indra, Varuna, Aryama, Agni, Usha, Prajapati, Yama, Ashwini, Rudra, Vishnu, Medha, Lakshmi, Saraswati, Devi and many others are there in the Rgveda. So, proliferation of the deities happened right at the first step IMHO.
if we have done with knowing what is religion by deifintion, here are definition of deva or devata outta many deinition of deva:
the illuminated one
the divine one
one gives (dadati iti dev, this may not be correct!)
but this is:
In the Nirukta, Yaskacharya has defined the word 'deva' as follows: 'A deva is one who gives gifts ...
The vedas found these 33 devas rudras, adityas, prajapati, indra, sun, moon, etc who give (something) or which are divine which humans got as gift without asking for.
Nakshatra give direction, sun gives life, moon etc according to their imagination.
Vedas, initially, being grateful to nature, sang suktas praising these natural forces and labelling them. Wealth=Lakshmi, Vidya=Saraswati, Technology=Prajapati (Vishwakarma) outta being grateful to them.
Few Suktas are : Sri Suktam, Purush sukta, Surya Sukta, Usha Sukta, .Saraswati Suktam, Medha Suktam, Agni Suktam etc worshipping and praising nature - pagans!
Perhaps there were no statues (but imaginations) as they used to worship Agni Devta, the fire! Yagnas were the daily rituals. Till today, many agnihotris keep the fire burning at their homes!
As an avid Numimatist, I can certainly tell you that the Imaginary Gods got images on Coins in the time of Kushanas (the invaders!) in India.
They first depicted devi ardoksho (Lakshmi(?)), Shiva on Nandi and few more 'gods' and even image of Lord Buddha on their gold coins.
Kushanas installed out huge and beautiful statues of gods at Purushpur (Peshawar) their western capital and at Mathura (Western Capital?)
Simultaneously, Guptas impressed their coins with images ofLaxmi
Krishna Devaraya had iamges Lord Venkateshware
engraved on their coins.
Rajput kings continue engraving images of "Laxmi" on their coins
33 Devas become 33 crore after these 33 deavs came in 'touch' with 'Devis' (i do not know how many) and their progenies adopted Deva Surnames!!!
and there are S(u)achdevas too at present in punjab!
The Vedic literature reveals the origin, progress and culmination of man's concept of God or the ultimate Reality: from polytheism to monotheism and from monotheism to monism; from the many with names and forms to the one impersonal Reality that is beyond name and form.
The Rig Vedic concept of the ultimate Reality is unique. It has monistic as well as dualistic components. The whole process of creation and evolution of nature (from a primeval state) is expressed in mythological language in the Rig Veda. Parallel to the evolution of the concept of Reality, we can also see the progress of the concept of God. The Vedic mind is seen to progress from prayers for long and happy life (pashyema sharadah shatam jivema sharadah shatam) to lofty idealism. There are verses in which the devotee asks various deities for wealth, intelligence and prosperity. For instance, 'Dhiyam pusha jinvatu â€¦; May Pushan, who is the benefactor of all, be propitious.' (2) On the other hand, in some verses the rishi says that the same god (Agni) appears in various forms as Indra, the giver of rains, Vishnu, who, dwelling within the hearts of all, protects the world, and so on. Several mantras in the Upanishads and several Vedic suktas describe the evolution of the Vedic mind. The Kena Upanishad, for example, asks: 'Keneshitam patati preshitam manah? Willed by whom does the directed mind go towards its object?'