I've previously written about the Proto-Indo-European family of languages. Pretty much all the European languages, plus Sanskrit in India, plus a lot of languages across the Middle East, are all descended from an incredibly ancient language, called Proto-Indo-European, usually shortened to PIE. There are people who've reconstructed PIE by comparing all the descendant languages and looking to see what they have in common.
The first PIE speakers originated somewhere north of the Black Sea (probably), some time about 4,000 BC, and then spread all over Europe, the Middle East and India. They carried their language with them, and everywhere they went, PIE supplanted whatever languages were already there. There's something about Proto-Indo-European that makes it particularly well suited to human brains.
Greek is a PIE language. The Linear B tablets of Minoan and Mycenaean civilization are extremely early, archaic Greek, thus making Greek the earliest known PIE language for which there's a decent written record.
The PIE speakers also carried their religion with them. The religion has proven chancier to reconstruct because names and deity relationships have changed more easily than the language. Even so, some common elements have been found that surely must spring from the original religion.
If you know Greek, Roman, Norse or early Indian gods and goddesses then you already know the basic structure.
Father Sky is the easy one. Zeus pater in Greek, Deus pater in Latin, which contracts to Iu-pater = Jupiter, Dyaus pitar in Sanskrit, who appears in earlyVedas but is later supplanted. If you're wondering how Zeus/Deus/Dyaus managed to turn into Odin in the Norse version, so is everyone else. I wasn't kidding when I said the deity names changed more than any other part of the PIE language. And in fact Father Sky is the name that's changed least. The other gods and goddesses have to be reconstructed by their relationships or domains.
An Earth Mother. Like father (pater), mother (mater) in various forms is also incredibly ancient. No surprises there. The Greek version is Demeter.
A Sun God. Usually drives the sun around on a chariot. Which is interesting because chariots came late in PIE time. There must have been an earlier system.
A God of Thunder. Thor and friends.
The Divine Twins. Castor and Pollux. Gemini. Closely associated with horses, especially in Greek and Roman vase paintings. In Vedic religion they're the Ashvins, divine twin horsemen. The PIE speakers definitely rode horses; equus, iquo, ippos, hippos and its variants are an original, very early PIE word.
And some standard themes common across the PIE speaking world.
The Tree of the World. The world is held up by a giant cosmic tree. (No, it's not turtles all the way down). Sometimes the tree is threatened.
A Battle Against a Snake. Amazingly common theme across the PIE regions.
An Underworld guarded by a dog. Cerberus and friends.
Conspicuous by their absence are the other divine twins: Apollo and Artemis, also Poseidon, Hades, Persephone, Dionysos, Hecate and Aphrodite. Which isn't to say they weren't very early, but there's nothing to suggest they arrived with the Proto-Indo-European speakers. They were probably already in place.
The Fates, Moirae, Norns or whatever you want to call them are an interesting case because, although they're a common theme across a wide region, there's no obvious connection to the rest of the pantheon. It's almost like there was a second mythology spread by the same people.
There's obviously a lot of mixing and matching involved, with a lot of linguistic analysis and the assumption that coincidences don't happen. The earliest known good documentation about this are the Vedas in Sanskrit and the Theogeny, written by Hesiod at about the same time as Homer was writing the Iliad. But the Vedas are a pure religious text and Hesiod, Europe's first non-fiction author was writing about 3,300 years after his ancestral PIE speakers exploded across three continents.