Some people think these stories encode a literal change of religion, so there was an older pantheon of gods that was supplanted by a new set of gods, maybe imposed via military conquest. Another interpretation is the changing of the gods represents various aspects of natural creation, like order replacing primordial chaos.
The conversion of european people to christianity offers some clues, potentially. There are some interesting hints that can be gleaned by comparing the extant norse mythology with the bible myths and the present day claims about the characters of the bible.
The norse myths are stories where the main characters like Odin or Thor are subject to the rules and forces of the universe, which are sometimes embodied in other characters like giant wolves or serpents. In fact, in the norse mythology the end of the gods, Ragnarok, is a prime feature of the tale. The characters like Odin are more like the main character of allegorical stories and represent aspects of human life, like the quest after wisdom and knowledge in his case. There's a separation between the "gods of forces", that is, the forces of the natural world like time, cold, heat, etc... The "gods", and then the human world.
I don't think anyone really knows what the pre-christian european "religious" practices were. There are a handful of clues left in history, but it was thoroughly wiped out. The extant mythology suggests it was a sort of shamanistic, maybe individual oriented religious practice, meaning, the people who had access to a shaman would maybe be coached in their life and spiritual journey via these stories, but who knows?
The set of beliefs people regard as "christian" is pretty interesting, because the core concepts of christianity are not found in the bible. In fact, it's sort of a mystery what purpose "the bible" served for "the church". The bible is a compilation of mediterranean world mythology that has a lot of similarities to the greek myths or even egyptian myths, including solar cycle characters like Dionysus or Osiris or Jesus who are "the sun on earth who turns into crops and dies and is reborn", plus the underworld character of Hades/Satan, the city founding twins, and so on.
The "religion" of christianity, though, is a mish-mash of greek philosophy and cliffs-notes and addenda to "the bible" mythology. Christianity was tied to various political attempts to reboot the Roman Empire, even within the ongoing eastern Roman Empire... So there's a "Tsar" (a Cesar) of Russia and an Eastern Orthodox Church, or various European Empires like the "Holy Roman" empire with an Emperor that's allied with the Catholic Church.
As an ingredient of a political project, then, the christian religion was meant to create a "roman" citizen out of europeans in the same way the school system, today, trains a person to be a member of the corporate/consumer society and the way the "media" blasts concepts into the brains of adults 24/7, or the way some clowns in an HR department send spam emails about pronouns or indigenous people's day or whatever.
The mythology of the chrisitian religion differs from the norse or greek myths on some key points. One of those is the god character names that were in the bible were stripped away. So in the norse religion there's Odin, Thor, Loki, Baldur, etc.... or the weekday names correspond to the prior era religions in most countries like Thursday is Thor's Day in the germanic countries and is Jueves (Jove/Jupiter) in Spain. In the christian relgious scheme, though, there is "god", and is regarded as a universal entity rather than a parochial "Yahweh" character or Zeus or Odin.
Also, along with this change in the prior era mythology, this generic "unnameable god" supplants the "gods of forces" and natural forces in the mythology of the norse or greek panetheons to whom the god characters are subject. This is an innovation of the christian religion and comes from greek philosophizing rather than anything found in the bible, which incorporates the mediterranean world's mythologies of creation. The nonsense concept of "the trinity" sums up the attempt to merge the god pantheon of the classical and ancient world with the "god of forces" characters, like the Titans or the Vanir of the norse myths. Some of the "reasoning" about god is still taught today in colleges in medieval philosophy courses. In retrospect as an advertising/propaganda talking point it is absurd. Their claim was basically "our god is the biggest and bestest" versus the prior brand of god.
Eventually, that propaganda invention killed the christian religion and its predecessors, and quite ironically, allowed the Titans to defeat the Olympians and effectively threw them into Tartarus. Now there's only a "god of forces", that is "nature".
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