The simplest explanation, is that there would have been many different religions, and they would have changed with your specific location. There would have been segments of Norse worshippers, Mithraism, animists and other nature cults. Most of France/Germany would have become Christianized under Charlemagne and his sons, not terribly long after the fall of the Roman Empire within this region. So, you would probably have had a lot of leftover worship related to the Greek and Roman gods, influx of Norse ideas, plus the general prevalence of nature cults (sun worship, harvest worship, rain gods, river gods, etc etc).

The thing about religion in the ancient world, is that it was much more fluid and integrated than religion today. If you want a decently descriptive picture, look at what religion is like in India. Within the Hindi view of things there are many, many gods, and in certain places you are going to have a prevalence of worshipping some over others, but all are going to be known to the general population in some way, and pretty much anyone would be welcome to pray or offer sacrifice to any of the local gods. Then within that culture, you may also have offshoots like Buddhism that are accepting of the pantheon, grew up in a culture that acknowledges the pantheon, but within themselves do not require the worship of any of them, nor is it intolerant of this worship.

In the wester world we are more used to thinking of religion as a concrete thing. I am a Christian, I am a Jew, I am a Muslim, and, by and large, all these faiths leave each other alone, rarely mingle, and rarely share ideas.

In the polytheistic world you could visit with Mithras on Friday and Baal on Tuesday, and nobody would care. Plus, different gods had different purviews: Apollo can help you with plague or sunlight related issues, but he's not the cat to talk to if you're headed out to sea.

So...I guess that's a pretty convoluted answer, but essentially European religion before Christianity wasn't like European religion after Christianity. There were many gods that were known to exist, were worshipped freely (or when applicable), and were much more open to the individual.

Added to this cosmopolitan religious atmosphere, local tribes and villages would have had their own patron gods and goddesses, most of which will have been lost to history. A good documentary that gets the broad idea down is A Complete History of God by Karen Armstrong, and you can see that on YouTube (and definitely worth a watch).