This question has been written about by numerous people including Michael Shermer, and the Four Horsemen extensively. However, as agnostics, do we have anything to add? I guess, whenever humans (or semi-humans) developed a frontal cortex and moved above animals, we also developed the propensity to believe in some kind of God. Perhaps, the first Gods were for things the ancients did not understand like the Sun, the wind, volcanoes, etc..