religion

This question rather requires answering by ethnologists. From archaeological view, this phenomenon can easiest be explained as the popular adaptation of earlier ‘”water cults”. From prehistory, we know numerous sacrifices...

We do think so, as the Neanderthals buried their dead with care. Therefore we think they believed the deceased would live on in another world...

Well, far from everybody thought so. It was long before this, Pythagoras (580 - 500 BC) got to the point, the world was round. After him, many people followed - each with own reasons who thought the world was round, even in the Middle Ages...

No, not in the major crusades to the Holy Land; Danes may have been there, but only in very limited numbers. Local crusades against infidels along the coasts of the Baltic Sea were organised by Danish kings, however...

Roman baths were still used and maintained in some places at the beginning of the early Middle ages. In monasteries there were sometimes baths too...

There are Muslims since محمد بن عبد الله بن عبد المطلب بن هاشم بن عبد مناف القرشي / Muḥammad ibn Abd Allāh ibn Abd al-Muṭṭalib ibn Hāšim ibn Abd Manāf al-Qurašī / Mohammed (about 571 – June, 8th 632) founded the Islam in about 600 AD...

In total there were 2,000 stone churches, all built between 1150 and 1250 AD. In libraries in Denmark you will find books about them...

Those were the following:
# Birgittine Order. Munks and nuns
# Benedictine Order. Munks and nuns
# Cistercienser Order. Munks and nuns...

It is very difficult to reconstruct the beliefs of people back then on the base of what we found. Besides that, we can only imagine if religion was all pervasive or not that important...