One of the most fascinating things about Europeans, to me, is their completely shared heritage and the intricate linguistic and cultural undercurrents that tie them all together. Today linguists, archaeologists and anthropologists hypothesize that most of the inhabitants of modern Europe (and the invaders who entered northern India; the situation there is a lot more complicated) are descended from a single group who spoke a single, unified language and practiced a single culture. Though it is disputed today where, exactly, this group of people resided, the most accepted model is the Kurgan Hypothesis, which places these 'Proto Indo-Europeans' as natives to an area north of the Caucasus, incorporating today the south-western region of Russia, eastern Ukraine and portions of Kazakhstan -
The predominant evidence used by anthropologists to come to this conclusion is linguistic evidence - which, to those studying Indo-European languages (Russian is one), may seem obvious. The interconnectedness in vocabulary, grammar; shared verbs and idioms; each language family in Europe very obviously come from a strong, single parent language, with families and dialects differentiated in various ways (Grimm's Law for the Germanic languages and iotated vowels in Slavic languages, for example.)
Native religion is the other source of information about these proto-Indo-Europeans. Looking at the most famous forms of religion brought by Indo-Europeans into both Europe and India, the connections are startling, interesting and very strong. As is obvious, all fragmented Indo-European cultures practiced some form of polytheistic paganism, with many similar rituals and celebrations. The Greeks (and by extension the Romans), the Germanic peoples, Hinduism, and the ancient Slavic religion; all are descended from the same single cultural practice. While looking at some information about ancient Slavic paganism the connections became even more profound.
Unfortunately, for the information-hungry scholar, records of Slavic paganism are rare; there is no evidence of any kind of written language amongst the Slavic tribes before the introduction of Cyrillic and the conversion of much of eastern Europe to Christianity. As a result, one has to rely on the few mentions of ancient religion in modern customs, and in the historic documents of other nearby cultures (which are prone to bias; the Slavs were the last of the major inhabitants of Europe to convert - even the famously heathenistic Germans and Scandinavians wrote about how the Slavs were bloodthirsty pagans.) As a result the record is scant, but there are a few established facts.
Two of the key gods of the ancient Slavs were Perun, the sky god and Veles, the earth god. Perun is generally perceived to have been the supreme god of the Slavic pantheon; he is the most widely mentioned in the few sources that exist. Perun was the ruler of the sky and the god of lightning and storms; unlike many other religions, it is believed that the Slavs attributed many, many aspects of the world and their faith to each individual god (Veles is a better example; more on him later). Parallels can easily be drawn between Perun and various other Indo-European 'sky' or 'storm' deities; Perun's domain is shared by the Greek god Zeus (who also held a supreme position over the Greek pantheon); Perun can also be compared to the German Donar/Norse Thor, in that both are upright, valorous and mighty and control lightning, thunder and storms. The Hindu god Indra likely derived from the same proto-Indo-European belief as well; Indra controls the domains of weather. Perun's association with war also works out here; he was the patron of weapons and fighting, which works out with Thor's association with valor, strength and combat, and Indra's domain over warfare. Much of Slavic mythology appeared to revolve around the conflict between Perun and Veles. Unlike some of the other deities in Indo-European myth, Perun was treated rather mercifully by the Christians; his characteristics as the powerful lord of war and storms were absorbed by saints and other Christian figures after the Christianization of Russia.
Veles was one of the most broadly worshiped Slavic gods - he was associated with earth, the underworld and afterlife; the harvest, livestock, cows, dragons, poetry, magic and music. His portfolio seems to match that of the Germanic Odin, who also held domain over poetry, magic, music. Veles's worship was held sacred and separated from the worship of Perun and other similar deities; he was held as special for his strong association with the working people, the peasants, laborers and traders; and for his special domain over common life, as opposed to rulership of the heavens much associated with Perun. While the conflict between Veles and Perun, and its place alongside many traditions in Indo-European religion is too complex to recount completely (it's very interesting however; the battle between the sky god and snake is recurrent in many old pagan faiths), linguists and anthropologists believe that oral legends of the old Slavic religion often involved epic poetry about the battles of Perun and Veles. Like the Vedas of ancient Hinduism and the Eddas of the Norse pantheon, these poems celebrated bravery and the glory of battle.
There are other interesting bits about the old Slavic religion. Their cosmology is believed to bear a striking resemblance to the 'world tree' phenomenon present in other Indo-European faiths (a sacred oak is believed to have been the tree here; another reason that Veles was associated with oak trees, as he was located at the base of the world tree). Chernobog was believed to be a cursed or evil deity; however his occurrence seems unique only to western Slavs, and as a result he was likely not an old or important god. A number of deities or creatures originating from old folktales morphed into fairy tale characters, such as the old witch Baba Yaga. The topic is incredibly interesting to delve into, and if you're a dork like me you'll find all the interconnectedness of so many different cultures to be really intriguing.