Theology is the study of gods. Because no reliable witnesses have ever met any gods, this study largely concerns itself with either philosophical ponderings based on the premise that they surely must exist, or with the interpretation of texts written by people who have heard tales about other people, who in turn claimed to have talked to one or more of these gods a while back.
Superstition
When you're trying to work out how something works, you can change what you're doing with it, and observe how it changes its response in return. Sometimes your actions directly affect its own actions, such as when you perform surgery without washing your hands first and your patient dies. This is known as cause and effect. Sometimes, however, there is no correlation between the two, but it happens anyway, like when you walk under a ladder on your way to work and then your next patient dies because you still didn't wash your hands.
The tricky part is to remember to not jump to conclusions. Instead of assuming that two things happening one after the other are the cause and effect of each other, try changing what you do first and see how that affects what happens next, if it even changes the outcome at all. You didn't walk under any ladders when that first poor person died, so maybe those two actions aren't related after all.
When someone believes that something will cause something else to happen, or prevent it from happening, without thoroughly checking whether this is really the case or not, it's called superstition. If it catches on to the extent where thousands of people believe the same thing, it's called a cult.
If you hear voices in your head telling you to do things like kill your son, that's called schizophrenia. If other people take you seriously and you're particularly charismatic, it's again called a cult. If you get enough followers to hold political sway over a country, then it's called a religion.
Anthropomorphism
It is perfectly natural to attribute human characteristics to things that aren't understood at the time, such as the sun, moon and even the universe as a whole. When there appears to be a large ball of fire spinning around above your head, it's a comforting thought to imagine that it's just another person, albeit a very powerful one, who will keep a safe distance just as long as you kill enough virgins to show appropriate respect. It's much easier to predict the actions of another person, even a frightfully insecure one, than of a strange object floating in the sky that you can't even look straight at. Certainly, there won't be too many doubting Thomases - except maybe the unfortunate virgins - just in case you're right. After all, that fireball does look pretty hot.
The centre of attention
It's also perfectly normal to enjoy the kind of warm, fuzzy feeling that comes from knowing you're somewhere - and someone - special. Certainly, no one wants to think about whether they're running around on three tenths of the surface of the third tiny marble out from a fusion reactor located at the distant outer reaches of a galaxy that's not particularly important or eventful.
People will generally prefer to think of themselves as being loved by the gods, whether they take the form of a cheerful sun or even the universe as a whole. As long as the whole thing was made just for us, and we're the most important things in it, we really don't mind about the details too much. The only tricky bit, of course, is getting everyone to agree on the particular details that aren't too important, so we can make sure no one's deluding themselves by wasting time worshipping the wrong gods. Naturally, in these enlightened times, almost everyone knows that Zeus, Thor, and John Frum don't exist, that there's only one correct way to worship Yahweh, or Allah as he's sometimes known, and that the motions of the planets only rarely reveal any insights into your love life - barely often enough to even make horoscopes commercially feasible.
Too little reality
The universe is a fascinating place, and the more we learn about it, the more we devise cunning ways to learn more about it. For example, it's really cool to discover that a prism can split apart a beam of white light into all the different bright colours that make it up. It looks beautiful to see the colour spectrum laid out like that, but that's nothing compared to what you'd work out next. It doesn't take long to notice that if the light bounces off a surface first, that surface absorbs some of the colours but not others. Once you start pointing that prism at things that aren't even on the planet, things start to get really interesting, because you can find out what other planets and even stars are made of without having to even leave your village, let alone your planet.
Whether it's the beautiful patterns that flowers have in ultraviolet light, something that bees can see but we cannot, or the way bats can navigate in the dark using sonar, nature's constantly surprising us with elegant, innovative ways of doing things. There's so much out there yet to discover, that it amazes me that people still sit around discussing the merits of various fairy tales posing as authoritive guides, when instead they could get up and take a look around at what's really out there.