At first, in the times of Aryans came to this fertile and prosperous land with rich and prosperous land,named Jambudvipa(our India or Bharatvarsha),many thoughts came to their minds about how does that ball of fire came in the morning and how it sets in the night, how high is the sky and how that moon appears in the night ,why does it rains etc...So they started to pray to nature...They prayed to Indra,the god of Thunder and rain,Surya,the sun god,Varun,the sky god,Agni,the fire god...and many goddesses like Aryanani and Usha.
But later,in the early centuries of Common era, the most popular gods to be worshipped were three, Lord Vishnu,Lord Shiva and Goddess devi(not much mentioned in the Vedas). It was also the time when there was wide acceptance of the idea that all people passed through countless cycles of birth and rebirth performing good and bad deeds. This was first in the Shrimadbhagavad Gita. Later brahmins declared that the idea of all human beings not being equal right from birth, and all are supposed to be in their caste and could not move freely from one caste to another. Also it was the time when the Bhakti movement began popular when people could pray to their gods without any use of expensive religious rituals,and without priests.They could only need a handful of flowers and a mind of intense devotion.
Also at this time, Some people,who were named Sutas,came to visit to people and told them about the story of the epics,most common today,the Ramayan and the Mahabharat...

I hope this will help you...!!