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I think it's pointless to look for what existed at the very beginning. There will always be something that existed before. And the same applies to gods; clearly, something existed before them. Perhaps that very large explosion from which the gods emerged. And before the explosion, there was a turtle that laid an egg, which then exploded. And so on, ad infinitum.
As for sects, let there be as many as you like. If a person sincerely believes, does it really matter how they do it? And if they don't believe, then there's no difference in who they don't believe in: Zeus, Christ, Yahweh.