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While polytheism means the worship of many gods, henotheism means the worship of one god in many forms.
This shift in understanding was extremely rare in the ancient world, and the goddess Isis and god Amun of Egypt are probably the best examples of the complete ascendancy of a deity from one-among-many to the supreme creator and sustainer of the universe recognized in different forms.
These gods intimately knew the needs of the people because they were not distant entities who lived in the heavens but dwelt in homes on earth built for them by their people; these homes were the temples which were raised in every Mesopotamian city.
Temple complexes, dominated by the towering ziggurat, were considered the literal homes of the gods and their statues were fed, bathed, and clothed daily as the priests and priestesses cared for them as one would a king or queen.
As with many cultural advancements and inventions, the 'cradle of civilization' Mesopotamia has been cited as the birthplace of religion.
When religion developed in Mesopotamia is unknown, but the first written records of religious practice date to c. Mesopotamian religious beliefs held that human beings were co-workers with the gods and labored with them and for them to hold back the forces of chaos which had been checked by the supreme deities at the beginning of time.
In this same way, the ancient people felt that no single god could possibly take care of all the needs of an individual.
As noted, every ancient culture practiced some form of religion, but where religion began cannot be pinpointed with any certainty.
The argument over whether Mesopotamian religion inspired that of the Egyptians has gone on for over a century now and is no closer to being resolved than when it began.
In ancient times, religion was indistinguishable from what is known as 'mythology' in the present day and consisted of regular rituals based on a belief in higher supernatural entities who created and continued to maintain the world and surrounding cosmos.
Theses entities were anthropomorphic and behaved in ways which mirrored the values of the culture closely (as in Egypt) or sometimes engaged in acts antithetical to those values (as one sees with the gods of Greece).