I believe our 'God' belief comes from being visited in the past by others who we, at the time, could not comprehend.
I believe our god belief came from basic superstition that developed into complex rituals and eventually, over multiple generations, religious dogma. There was a severe lack of information, a need to fill the void of understanding, add a great deal of creativity and whallah- religion was born.
As for visitors, that's an awfully big conclusion to jump to. Unless you know something I don't.