Where Did Religion Come From?

"Where did the first caveman or cavewoman get the idea that somebody, somewhere existed who needed to be worshiped, appeased, and followed? And how did the idea evolve that if you didn't say, do, or offer the right things, this being would be upset, agitated, or even angry with you?

Where did religion come from" - Rob Bell

(Disclaimer: Whether or not Rob Bell believes we evolved from cavemen, which I don't think he does, his questions are from the perspective of someone who believes in evolution and aimed at the natural question of where any idea of a god came from. Don't get hung up on his use of the word caveman.)

This is the exact question that sticks in my mind when I hear the argument that man invented God. I'm not trying to belittle those that use this line of thinking. I just don't understand it. I don't get how humans, if we evolved (which I don't believe we did), invented the supernatural or transcendent. When the universe is explained as a result of chance, molecules randomly colliding to create life, and that everything is knowable through science, or at least explainable through natural processes, that raises two very important questions for me.

Firstly, this line of thinking necessitates the non-existence of miracles and anything supernatural, really. There is a lot in this universe that doesn't make sense, and I'm not sure there's a very logical way for them to explain those things away in light of their science-oriented worldview.

Secondly, this poses a problem for where the idea of God came from. If, in fact, there is no God, nothing supernatural outside of the physical existence we know and sense around us, if everything is just molecules and processes and natural laws, etc., how did man make up the concept of this unseen "being" that made everything and is somehow affected by our choices (i.e. that a Being's anger would be appeased by the killing of an animal, etc.)? If reality has no supernatural in it, only natural, how did natural processes conjure up the idea of something supernatural? That's like the character in a book becoming aware of its character-hood and wondering about the author who's writing the story.

I think the Bell quote above is from an ad or description of a video series he did. I'm curious to hear where he goes with it.