The subject of how religions begin is an interesting one. The conventional explanation is that they start because of people looking for supernatural explanations for natural events -- thunder, wind, earthquakes, rain -- and eventually those supernatural explanations become accreted with rituals, deities and subdeities, priesthoods, and so on. And in fact, in most polytheistic religions, many of the functions of the gods are related to such natural phenomena.
However, the few cases where we have actual data on the origin of religions turn out to be considerably more interesting than that. If you go to certain islands in the South Pacific, you run into "cargo cults" -- religions that are under a hundred years old, and whose beginnings are fairly clear. Apparently during the colonization of the Pacific Islands by Europeans in the 1920s and 1930s, there were multiple instances of guys in light planes landing on small islands, and suddenly finding themselves surrounded by natives who had never seen an airplane before. The pilots, perhaps in fear for their safety, doled out the cargo they had on board as gifts, and before leaving, promised to come back with more.
That was all it took; more than one island now has a "cargo cult" -- the worship of a deity who comes from the sky, dispenses "cargo" in great abundance, and promises to come back one day bringing great wealth for all and sundry. In the most famous of these, the John Frum cult of the island of Tanna, they even have built ceremonial landing strips to encourage their deity, "John Frum," to return. They believe he will return on February 15 (John Frum Day), and on that day every year there are celebrations and sacrifices and rituals.
It is interesting that these beliefs have survived modernization. The natives now know all about airplanes; they have knowledge of the rest of the world; it must be an easy leap to see that John Frum was an ordinary guy, probably an American or European pilot (perhaps "John Fromme?" Or maybe "John from America" or "John from England" or some such?), and given that he first visited in the 1930s he is almost certainly dead by now. But even knowing all that, they still worship him as a deity, and hope fervently for his return. As I've had reason to comment before, with the majority of humanity, belief trumps both facts and logic.
I just learned about another such belief system, one I'd never heard of -- also on Tanna, interestingly enough. A small group there, the Yaohannen tribe, worship Prince Philip of England as a deity. They simultaneously believe he is a god, and also consider him part of their family; he is said to be descended from one of their spirit ancestors, and one day, they believe, he will come to live amongst them, aiding them in their pig-hunting and farming. (Myself, I rather enjoy the image of Prince Philip engaging in a pig hunt.)
Apparently, the whole thing started when Prince Philip and Queen Elizabeth made a visit to Tanna in 1974. Village elders had sent a pig to England as a propitiatory gift years earlier (it's unclear if the pig ever made it there), and sent a message to Philip to inquire as to what had happened to the pig. He responded by sending them a framed photograph of himself, which is a rather peculiar response, but perhaps in keeping with how in touch with the common people the members of royal families tend to be.
In any case, however strange the response seems to me, it was a great hit amongst the Yaohannen -- and a new religion was born. They built a shrine in his honor, where they keep the photograph, along with any other pictures, souvenirs, and newspaper clippings that mention His Holy Name.
And when they found out a few weeks ago that their god's grandson, Prince William, was getting married, it was a cause of enormous joy for them. They have declared a week-long celebration, dancing, and feasting. Their dearest wish, their leaders have said, is to have a photograph of Prince William and Kate Middleton to place in their shrine alongside the one of Prince Philip and Queen Elizabeth.
Myself, I hope they get it. As religions go, this one seems pretty benign. Prince Philip, for his part, has been remarkably game -- a few years ago, they sent him a nalnal (a ceremonial hunting club), and Philip posed with it, had his photograph taken, and sent them the photograph. The photograph is now proudly displayed with other pictures in Philip's shrine. I'm hoping that Philip doesn't really think he's a deity, however. Throughout history there have been royals who were unclear on that point, and it seldom ended well. But for now, fortunately, he seems to be taking it all in stride.