This is a massive question. Regretfully, in some cases, we don’t know how the religion was created, or why it was formed, as the religion stretches too far back, and we don’t have the sources. I’m thinking primarily of Hinduism. But we do have ideas on other ones. I’ll start with Christianity, as we have a pretty good picture there.
There have been a number of books written on the subject, but one of the most thorough texts on the subject was written by John Dominic Crossan, aptly titled, The Birth of Christianity. While his position has largely been accepted, it hasn’t been without some challenge. Works such as From Jesus to Christ, by Paula Fredrickson, and From Jesus to Christianity, by L Michael White, have also added a great deal to the understanding of the formation of Christianity.
One thing we must first do though is place Christianity in a historical context. Specifically, we have to place Jesus in a historical context. In the 1980s, what N.T. Wright has deemed the Third Quest for the Historical Jesus was beginning. Two important figures in this quest are Geza Vermes and E.P. Sanders. What these two authors did was place Jesus in his Jewish context. E.P. Sanders wrote Jesus and Judaism, while Vermes wrote a trilogy: Jesus the Jew, The Religion of Jesus the Jew, and Jesus in His Jewish Context.
What these two authors demonstrated was that Jesus was Jewish, and that he had no intention of creating a new religion. More importantly, in order to understand Jesus, you had to understand the Judaism in which he was operating, specifically, Second-Temple Judaism. That argument has largely become a foundation for the studies on the origin of Christianity.
As these two authors argue, Jesus never attempted to start a new religion; he was working within Judaism, and that is how he is best understood. They also help make sense of the idea of the resurrection (E.P. Sanders goes further in this regard with two other books, Paul and Palestinian Judaism, and Paul, the Law and the Jewish People). Specifically, they look at the idea of a general resurrection, which was present in some forms of Judaism at that time, such as Pharisaic Judaism, and what Sanders calls Common Judaism.
This was the belief that at the end of time, or specifically when the Kingdom of God replaced the earthly Kingdom, there would be a general resurrection where Jewish people, and others, would be resurrected, and live in this new kingdom. The view was based on an understanding of justice. The idea was that God was a just god, and at some time, the Jewish people (and this stretched further as well) would receive justice for the turmoil that they felt on earth.
The authors then argue that during the first century, we began to see a boiling point. We see quite a few revolts amongst the Jews (including the First Jewish Revolt that led to the destruction of the Temple), and we see a number of Messianic claimants rising up, and ultimately being shut down by Rome. This is the context in which Jesus was brought up, and it greatly influenced his message.
Now, John Dominic Crossan goes a bit further than this. One of the big ideas that Crossan introduces is the idea that Jesus was a Mediterranean Jewish Peasant (personally, I disagree with the idea that Jesus was a peasant, and Crossan has a number of opponents to the claim, but the general idea is rather sound).
Whether or not Jesus was a peasant isn’t all that important here though. What Crossan does point out (in The Birth of Christianity) is that the Jewish homeland had been under pagan control for centuries. However, during the rule by the Iranians and the Greeks, only one revolt occurred, and that was over four hundred years. But in the 200 years that Rome controlled the area, there were three major revolts. Crossan argues that this was because, during Roman rule, the Jewish population in the Levant, which was fairly poor and rural, was overly oppressed. With the idea of divine justice approaching, this nearly guaranteed a clash, and, as I mentioned before, this was the environment in which Jesus was born.
So, Jesus, as these three authors show, was born in a time and place that was set for revolt. Jesus enters this environment with an apocalyptic or eschatological message about divine justice. That soon the Kingdom of God would replace the earthly kingdom (which was Rome). As the Gospels agree, the fate of Jesus was death as a criminal in the eyes of Rome.
Even with the death of Jesus though, Christianity wasn’t formed. As Vermes and Sanders pointed out, the idea of resurrection wasn’t all that unique. It was an idea within Judaism, and it was attached to the general resurrection. Now, most scholars will argue that Jesus wasn’t really resurrected. Crossan, in “The Historical Jesus,” argues that Jesus was probably buried in a shallow grave and eaten by dogs. But, the idea that Jesus had been resurrected was being spread. Yet, again, this was within a Jewish context.
So we have two aspects here now. Fredriksen, in From Jesus to Christ, highlights a very important point. The Jesus movement continues after Jesus’ death, and his brother, James, takes it up, along with Peter and John (two former disciples). This group is called the Pillars, and they are at the center of the Jerusalem sect. This is still a Jewish mission, and they are operating within Jewish ideas. However, we have other individuals coming in as well, and they start spreading the message to Gentiles. One of the obvious individuals is Paul.
I will come back to the Jerusalem sect in a moment, but there is something important about Paul that has to be mentioned. Pamela Eisenbaum, in her book Paul was not a Christian, continues an idea that developed in the New Perspective on Paul school of thought (James D.G. Dunn is one of the big figures in this and has a book called The New Perspective on Paul), namely that Paul was Jewish. He never converted, he continued practicing Judaism, and he was operating within the confines of Judaism (or at least a confine of Judaism). In particular, Eisenbaum argues that Paul’s view, and his desire to spread the gospel of Jesus, was based on his Jewish background. She argues that Paul sees himself in the line of the prophet Jeremiah, who said that at the end, every knee will bow down before God and join together.
One of the views that both Eisenbaum and Dunn argue is that Paul saw himself at the end of time. He believed that the Kingdom of God was just around the corner, and thus the message had to be spread as far as possible. For Paul, Jesus represented the first fruits of the general resurrection, as in, Jesus signified that the general resurrection had already begun. Dunn points out that this view was so prevalent among some in the Jesus movement that Paul even had to argue that they hadn’t been resurrected yet.
Paul saw himself as operating within Judaism. Going back to the Jerusalem sect, Donald Harman Akenson argues in Saint Saul: A Skeleton Key to the Historical Jesus that the Jerusalem sect approved of Paul’s mission and that Paul himself submitted to their authority. L. Michael White, in From Jesus to Christianity, expands on this that Paul had to walk a fine line. His message was approved by the Jerusalem sect, but that approval could be rescinded. And as part of his approval, he had to also take up a collection for the Jerusalem sect. So even the Jerusalem sect, which was fully Jewish, saw what Paul was doing as part of acceptable Judaism. Now, there were some debates within this early movement, but as Dunn argues, Paul was largely responding to the issues that were arising. They were in new territory, and much of the work at that time was reactive.
Throughout all of this time, the Jesus movement continued to fall under Judaism. And it wasn’t all that far from what was happening in Judaism during that time period. Going back to Sanders and Vermes, they point out an interesting point. During the first century (and before that), there was a group of individuals who largely followed Judaism, but didn’t convert. Often this meant that they just didn’t commit to circumcision, but other times it meant that they only followed portions of Judaism. In literature now, they are often called God-fearers. So at this time, there were already Gentiles who followed a Jewish message, but were still on the outside, as they didn’t convert. The Jesus movement operated within that group as well.
Now, what caused Judaism and the Jesus mission to split ways, and for Christianity to be formed? White, in From Jesus to Christianity, argues that it was the First Jewish Revolt, or the First Jewish War, that ended with the destruction of the Temple in Jerusalem. Before that, there were many forms of Judaism, and there was interfaith debate. That was normal. But with the destruction of the Temple, Judaism would forever be changed. Out of that carnage, only two forms of Judaism would surface: that which became Rabbinic Judaism (descending from the Pharisees) and Christianity (descending from the Jesus movement). Without the Temple, the Sadducees were gone as they centered around the Temple, and the Essenes were wiped out in the fighting.
The split wasn’t complete at this time though. What White argues is that a wedge had been placed, and the split was occurring. During this period, what would become Rabbinic Judaism focused on consolidating the religion to ensure its survival, while what would become Christianity opposed that. What really drove that wedge further, and completed that split was the Second Jewish War. White argues that Christians really didn’t support the Jewish movement here, as it was largely centered around a different messianic claimant. Rabbinical Judaism saw this as traitorous. And by then, Christianity was largely its own religion, outside of Judaism.
However, as Bart Ehrman points out in Lost Christianities, Jewish-Christian groups still existed into the fourth century. And really, going up to that point, we see a whole realm of different Christian sects that had very different views. But moving towards the fourth century, Christianity did what Judaism had done at the end of the first century and into the second: consolidated. Ehrman, in a lecture called From Jesus to Constantine (available through the Great Courses) mentions that part of what happened is that with the spread of Christianity, it begins forming a larger percentage of the population. By the time of Constantine, it was large enough that it became advantageous to adopt a more official stance of acceptance. However, because Christianity was so diverse, there was a need, at least on paper, to obtain an “orthodox” view. This didn’t stop any of the arguments, but it gave an official position to many of the ongoing debates (again, the debates continued just the same before and after the Council of Nicaea). However, by creating an official view, it was a way to begin to consolidate the religion.
So really, Christianity can largely be seen as just forming because the environment was just right for it. The early movement wasn’t seeking to create a new religion; it was operating under Judaism, but two Jewish Revolts, and the aftermath of those, would change the landscape dramatically, and out of that, we get Rabbinical Judaism and Christianity.