It's interesting to wonder about how the origins of religion might have happened.
Thinking back to the pre-cities nomadic societies it's notable that in large part the only sites that remain fixed places of activity over very large timespans are monumental or otherwise religious in nature. I think in nomadic society or early tribal societies constantly in flux, remaining in a place well known by people all around you, you could become a hub of communication for large areas between different mobile groups. A merchant of knowledge, and possibly the first simply general merchants as well by virtue of remaining fixed rather than the later properties of these things to be in the domain of the few with long distance links and mobility. This would obviously give you huge power over that society, but how do you wield it? And how can you strengthen that power? At this time people were nomadic for a reason, human populations couldn't easily be sustained while remaining in one place, so these people needed something special beyond the very real advantages they could give a society as a whole to attract the individual to select just them to give support.
I think that is where early religion and the construction of monumental structures come in. Aided by a certain innate leaning towards mysticism and desire to answer the unanswerable I suppose. Simple competition as well, if some shaman in the next valley over claims to have gained knowledge of Life, the Universe and Everything and is able to perform magical feats you might want to come up with something like that as well to keep attracting people.
These are all my fuzzy ideas and not at all based on hard scientific knowledge of course, but if it is like this, I would say that the emergence of these religious structures could be called more of a start of civilization than the first cities or villages, an idea some people seem not to like for some reason.