We don't really know but they certainly weren't druids. Stonehenge was built over a period of 1500 years or so, starting during the Middle Neolithic and ending in the Bronze Age, well before the arrival of the Celtic druids. The builders left no written records and their languages are unknown, meaning historical linguistics isn't much use at inferring social and religious structures like it is for the Proto-Indo-Europeans (the Bronze Age Beaker culture may have been Indo-European in places, but probably diffused into rather than replaced Britain's existing inhabitants).

What we do know comes from archaeology and from anthropological comparisons to other prehistoric religions. There are plenty of surviving burial mounds, and a few possible votive offerings indicating animist beliefs. Stonehenge itself had (ill-understood) ritualistic and archaeoastronomical purposes. There is a scarcity of representational art from Neolithic Britain, such as mother earth figurines found in Europe, but I don't know how significant that is. And given the length of time over which Stonehenge was constructed, it is likely that its builders had significant variation in their practises and beliefs.