Given the very primitive reasoning involved in creating gods, I would say that it isn't so much that the first humans didn't believe in gods, it was that they simply did not have the cognitive abilities to wonder whether or not gods existed. It wasn't until our species became self aware, when we began to wonder about the worlds around us that the entire concept of the supernatural took effect. Theism itself came along with civilization, but before that it was beyond our grasp. Do wolves wonder if there is a god? Do owls? No. It isn't as simple as believing or not believing when looking at primitive human beings. Before we created gods we had no need for them as explanations because we asked no questions.
"In our youth, we lacked the maturity, the decency to create gods better than ourselves so that we might have something to aspire to. Instead we are left with a host of deities who were violent, narcissistic, vengeful bullies who reflected our own values. Our gods could have been anything we could imagine, and all we were capable of manifesting were gods who shared the worst of our natures."-Me
"Atheism leaves a man to sense, to philosophy, to natural piety, to laws, to reputation; all of which may be guides to an outward moral virtue, even if religion vanished; but religious superstition dismounts all these and erects an absolute monarchy in the minds of men." – Francis Bacon
"Atheism leaves a man to sense, to philosophy, to natural piety, to laws, to reputation; all of which may be guides to an outward moral virtue, even if religion vanished; but religious superstition dismounts all these and erects an absolute monarchy in the minds of men." – Francis Bacon