I tend to think that the myths originated first.
Such as natural events occurred and either divided or destroyed much of a particular tribe / culture and people tried to make sense of these events with stories and mythical concepts which needed some kind of rationalization, or base.
Due to humans internal agency detection mechanism, adding an agent or supernatural mind to the explanation / myth solidifies it in the minds of the villagers / tribal members as rational.
Different events create different mythical explanations which in turn produces different supernatural agents / gods.
That is my opinion.
What do you think? ;-)~