If you are creating a religion to overlay our current society you may have a tough time simply because science exists. Religion was so much easier to propagate back then because no one could prove shit to anyone. Thunder? That's a dude in the sky flinging it down here to punish us for our misdeeds. With that in mind if you just want to go with a basic religion you've gotta decide fundamental things about it. Is it monotheistic, or polytheistic? Do your god(s) take on human qualities, or are they supreme beings outside of human influence? Then you have to determine cultural connections. Why are these gods worshiped at all? What made them worthy of worship? From there after I have some agreed upon god or gods I like to start from creation how things came to be, and ultimately where they left off. That last part is usually pretty expansive, but if you plan to make something believable there has to be rich detail which is hard to do without quite a large amount of history behind it. Then of course you have scientology...