Out of necessity.
Humans are pack animals. We work well in groups of 10, maybe 20 individuals. Anything beyond that isn't in our genes. You cannot easily make more than 20 people work together on a given project. And even those 20 people have to have something in common, most commonly their genes. It is likely that the first "packs" of humans were actually what we'd now call "extended family". Cousins, brothers, sisters and their mates.
If you want to create larger groups, you have to create a reason why they don't go to each other's throat to increase their own pack's strength. It gets worse as soon as a division of work (and the difference in status that comes along with it) sets in, which is another necessity for an efficient group. There's no use when you have 100 farmers but nobody to build you a new plough. And if everyone can do everything, nobody can do anything really well.
With the agricultural revolution you run into a new problem: You need to know when to sow and when to reap. You need an astronomer (the reason why astronomy is one of the oldest sciences). Now try to explain to your people why they should feed someone who doesn't do anything but look at the stars.
All those problems can be solved with religion. Religion is a tool to create order, to make people work together and to keep large groups of people from fighting each other for resources. Every single religion (at least the successful ones) made it an important point that God (or whoever) doesn't like it when you kill your fellow man or steal from him. And since they had no surveillance cams back then, God was usually allmighty, omnipresent and omniscient, so you could rest assured that you'll get your punishment, if not in life then in death.
Check any religion. All of them contain such or similar parts.
Source: Slashdot.org
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