The original religion of the Iranian language speakers shared elements with the rest of Indo-Europeans: a tri-partite division of gods, for example. Like in India there was said to be a conflict between two sets of gods. Unlike India, the older set were considered good; the newer, evil.
Somtime in the early first millenium B.C.E. the prophet Zarathustra changed this religion, elevating one of the gods, Ahura Mazda, to supremacy. His religion syncratically absorbed elements from the original religion, including the importance of the 'contract' god, Mithra.
Mithraism became an important religion in itself in the third and fourth centuries C.E., centering on a bull sacrifice.