What religion did the First Men worship first?

[Emie]

I apologize if this has been asked before, but from the World of Ice and Fire I remember reading about how after the First Men assimilated into Westeros, they adopted the religion of the Children of the Forest being the "Old Gods" of the Forest. But what did they worship before, when they were in Essos? 

[Sensenmenn]

they worshiped earthly gods like the storm god, lord of the sky, lady of the waves, the drownd god l, and posibly the red god. The seven are the two celestial god the maid of morning(mother, maid, crone) and the lion of night(father, warrior, smith, stranger) who have ether ternd there back on the world(maid of morning) or have ill will for the world like the lion of night who sends his demons(the others) to destroy it. That is why the seven have no power.

[TheSovereignGrave]

Don't say that kind of stuff like it's not a theory. You can think that, but make sure the person you're telling it to knows that it's just speculation.

As for the answer, we don't know for certain. I think it's likely that they worshiped their own gods, with the sea and sky deities probably being important. Of the two groups of First Men who didn't worship the Old Gods you had the Ironborn (Downed God and Storm God) and the Sistermen (Lady of the Waves and Lord of the Sky) and then there's the legend of Storm's End's founding. Though they probably had other deities as well (if the theory about Garth Greenhand having been an old God of the First Men is true at least).

[Maester of Valyria]

My belief is that they worshipped dual sky and sea deities, the echoes of which we see today in the Drowned God and Storm God in Ironborn culture, the Lady of the Waves and Lord of the Skies on the Three Sisters, and the goddess of the wind and god of the sea whom Durran Godsgrief warred against.

Getting even more speculative, in Essos you have the (apparently) separate deities of the Merling King and Moon-Pale Maiden (the former of which has some connections with Westeros): to me these two sound like once-twinned deities that have over time developed into two distinct religions.

R'hllor and the Great Other are another antagonistic dual-deity religion which may have some connection here, and there's also the (probably unrelated) Semosh & Selloso brother-gods.

[TheSovereignGrave]

3 hours ago, Maester of Valyria said:

My belief is that they worshipped dual sky and sea deities, the echoes of which we see today in the Drowned God and Storm God in Ironborn culture, the Lady of the Waves and Lord of the Skies on the Three Sisters, and the goddess of the wind and god of the sea whom Durran Godsgrief warred against.

Getting even more speculative, in Essos you have the (apparently) separate deities of the Merling King and Moon-Pale Maiden (the former of which has some connections with Westeros): to me these two sound like once-twinned deities that have over time developed into two distinct religions.

R'hllor and the Great Other are another antagonistic dual-deity religion which may have some connection here, and there's also the (probably unrelated) Semosh & Selloso brother-gods.

Well they're only antagonistic in the Ironborn faith; neither the Sistermen's faith nor the legend of Durran Godsgrief seem to portray them as antagonistic. I'm inclined to believe that the antagonistic relationship was something that came later, and was more of just an Ironborn thing.

[Maester of Valyria]

16 hours ago, TheSovereignGrave said:

Well they're only antagonistic in the Ironborn faith; neither the Sistermen's faith nor the legend of Durran Godsgrief seem to portray them as antagonistic. I'm inclined to believe that the antagonistic relationship was something that came later, and was more of just an Ironborn thing.

Possibly: I may have used poor word choice there. However the fact remains that there are an awful lot of religions which could at one point have been related in some manner.