I know that other occurrences such as lightning, fire, rain, etc would have triggered supernatural reasoning in early humans.
But even if you were just in a cave, or hut, or inn, or even at your own castle in a nice bed, how would you have explained the light you see when you rub your eyes? Or the light that carries over when staring at other bright lights? Or "shadows" that appear and dissipate when staring blankly in partially dim areas (demons, perhaps)?
Hell, have there ever been tribes dedicated to this sort of thing, or something similar? With a designated Shaman doing weekly rituals of just rubbing the hell out of his eyes among a circle of tribesmen watching, and then him giving some crazy prophecy afterwards or something like that?
Anyway I'm really only curious if we know what us humans thought about these things before we ever came up with natural explanations.
There's actually a fairly prominent "theory" in archaeology that quite a lot of rock art has its origins in what are called "entoptic" phenomena. These are images your mind sees which don't full arise from stimulation of your retina by light. They are thought to be universals in the sense that all people can see them regardless of culture. Unlike hallucinations they are not culturally mediated or constructed, rather they arise directly from the nervous system of humans.
An example of these are the zig-zag illusions many people report when they suffer from a migraine. Entoptics can be produced through stimulation, such as by trance, through psychic driving by drumming or repetitive body movement, and by flickering light. They can also be induced by taking certain drugs. Many of these are also shamanistic practices, and the vision of entoptics may then have been encoded into rock art - where certain geometric shapes such as zig zags and chevrons are globally distributed.
So yes, to answer your question, in many cultures people practiced behaviours which led directly to the production of entoptic imagery internal to their visual system and they then recorded and interpreted such imagery in a supernatural idiom.
A leading proponent of the theory of entoptics is Dr David Lewis-Williams. Wikipedia covers entoptics here.
The seminal paper in this field of study is from this front-rank peer-reviewed journal:
Williams JD, Dowson TA The Signs of All Times: Entoptic Phenomena in Upper Palaeolithic Art. Current Anthropology, Vol. 29, No. 2 (Apr., 1988), pp. 201-245