To be more percise, what do we know about the 'pagan' religion of the Tervingi and/or Greuthungi (and other germanic tribes) who would later combine into the Visigoths.
I am, however, not asking about the Ostrogoths who emerged from the Hunnic empire.
Well the fact of the matter is that we don't really know very much about the pre-conversion religious believs of various Germanic societies. The most well described are the Norse of Scandinavia (only written down after conversion though), but they are pretty far removed from the Goths, stories about the Goths' Scandinavian origins not withstanding.
I've written a good bit on Germanic religion and conversion previously, but if you're looking for specific knowledge on the visigoths, I'd recommend you take a look at Peter Heather's work on the Goths.
I'm sorry I can't be more useful, but I can link a few of my previous answers and try and field any follow ups you might have.