The Proto-Indo-Europeans probably originated somewhere in the Pontic-Caspian steppe, i.e. what is today eastern Ukraine or southern Russia. They lived in a socially stratified society that was heavily patriarchal (in the literal sense of “rule by the father”) and which idealized and venerated male virtue. Possibly the two most important deities were Father Sky (Dyeurs Phter, cognate with Zeus/Jupiter/Tyr) and the Storm God of War (perhaps named Perkunaz, reflected in Thor, Heracles, etc).
A reconstructed cosmogony can be loosely given as follows: Mannu (“Man”) sacrifices his twin Yama (from yemonoz, twin, cf “gemini”) to Father Sky, thereby creating the world (reflected in e.g. the slaying of the primordial giant, Ymir, in Norse religion). Mannu thereby becomes the first cleric/chieftain. At some point, a monstrous water-dwelling serpent threatens this early civilization, perhaps by blocking their access to water or capturing their cattle. A young man named Trita beckons the Storm God of War, a strongman wielding an oaken club, who assists him in defeating the serpent, and Trita thereby becomes the first warrior. No clear story exists for the origin of the first herdsman, but according to the “trifunctional hypothesis”, this is generally taken to have been a third caste. The Indo-Europeans’ home was the Eurasian steppe, a fragile environment that exists in a liminal state between tundra, forest and desert. Perhaps for this reason, they venerated the elements, such as fire, earth and water.
For understanding Zoroastrianism, it is easiest to look at the Rgveda which has roots in the same Indo-Iranian society extant around 2000 BC. The two most important deities in the Rgveda are (arguably) Indra and Varuna. Both are celestial deities who exist in a complementary dynamic; Indra is a youthful, transgressive and boastful strongman who cannot be constrained by any fetters, who in slaying the monstrous serpent Vrtra who held capture the cosmic waters, also tore apart heaven from earth. Varuna is a venerable maintainer of order, who binds transgressors with divine fetters, holds up the sky, maintains the cycle of waters, and upholds rta, the “natural order of things”. Varuna and Indra are respectively referred to as “Asura” (Lord or Patriarch) and “Deva” (from a root meaning “to shine”, same as Dyeus).
Zoroastrianism is generally taken to have been founded by the cleric Zarathushtra, who probably lived in a pastoral society in the northern half of Central Asia (say, in modern-day Uzbekistan or Kazakhstan) around 1300 BC, give or take a few centuries. As a religious system it centered on worship of the “Wise Lord”, Ahura Mazda, the all-powerful creator. The earliest sources, the Gathas usually attributed by scholars to Zarathushtra himself, are incredibly cryptic and are heavily dependent on interpolation in order for any meaning to be constructed out of them. One central motif is the primal existence of two oppositional forces, Spenta Mainyu (creative) and Angra Mainyu (destructive); “mainyu” can perhaps be translated as “mentality” or “spirit”.
There are many different interpretations of Spenta and Angra Mainyu as they are presented in the Gathas; Spenta Mainyu is basically forgotten or merged with Ahura Mazda in later sources, whereas Angra Mainyu (or Ahriman) is elevated to a diabolical personification of evil and arch-adversary of Ahura Mazda (or Ohrmazd). Some, like Humbach, primarily understand them as representing two “choices” of good and evil for each human, others take them to be more primal forces in the world, perhaps created when Ahura Mazda split good from evil in the beginning.
Besides Ahura Mazda and Spenta Mainyu, the deities in the Gathas are generally personifications of abstract concepts and elements, and referred to using the common nouns for these things – Fire and Water, as well as Asha (cognate with Rta, the natural order of things), Xshathra (Power), Armaiti (Devotion, Piety), Vohumana (Good Thought), Haurvatat (Health) and Ameretat (Immortality). The latter six, the Amesha Spenta (or, roughly, holy immortals), together with Ahura Mazda, form the central heptad of worship. In addition, two other deities, Mithra (“Covenant”) and Apam Napat (“Child of Waters”) are mentioned, and they are celebrated in some archaic poems like the Mihr Yasht (Hymn to Mithra) as created by Ahura Mazda to be his equals.
Zarathushtra condemns druj, which we can translate as hostility, lie or chaos, and it is understood as the opposite of asha, and the daevas (cognate with deva) who are powerful beings who either choose to follow evil or cannot distinguish between good and evil; humans who choose to follow the daevas are foolish. In the Gathas, we find condemnations of violence and destructiveness; this is echoed by some other early material like the Zoroastrian creed of Yasna 12, in which the person taking it must pledge to “never again raid a Mazda-worshipping settlement” and “put down the weapon and call of the attack”.
We can contrast this oppositional moralizing dualism in the Gathas with the complementary dynamic of violence/destruction and order/sustainment in the Rgveda; indeed, later sources actually name Indra as one of the arch-Daevas, the nemesis of Asha. This difference is in my reading the most central defining aspect of Zoroastrianism, from which many of its other peculiarities can be understood – in the context of oppositional dualism, opposing forces cannot be complementary. The deity most similar to Ahura Mazda in the Rgveda is Varuna (who is also often paired with the vedic Mitra in the Rgveda), but Varuna is not a wholly benevolent figure; one Rgvedic hymn features the author repeatedly asking Varuna what he had done to deserve to be bound by the fetters of disease, for example.
It is important to understand that the Vedic religion and Zoroastrianism both underwent many changes over the milennia that were to follow. Vedic religion resulted in the genesis of Buddhism around 500 BC, and in reaction to that, the emergence of many aspects of “Hinduism” (Bhaktism, etc) and Jainism. Zoroastrianism took much of its shape in the Achaemenid era, where it interacted with (especially) Elamite and Mesopotamian religion, resulting for example in a closer identificiatioon of Ahura Mazda with the sky, presumably due to conflation with the Elamite sky deity Khumban. Greeks and Persians alike seem to have identified Ahura Mazda with Zeus to some extent, and the flawed and hubristic hero Keresaspa (according to middle persian tradition, the most powerful of all humans, he will redeem himself by slaying the serpent Dahaka in the end times) seems to have taken many of his cues from Heracles. There is also suggestions that the royal cults of the Achaemenids, Arsacids and Sasanians influenced tradition, with some late traditions suggesting the supremacy of Yima, the first king, over Zarathushtra (and therefore the current king’s supremacy over the clergy).
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