Hey! We've had a few threads on this in the past so I'll link to them below.

Here I talk about the religions of the Arabian Peninsula before Islam. /u/Shlin28 also talk's about the religions in the Greater Middle East and North Africa region.

In this second thread I wrote a little more about how pre-Islamic Arabians viewed Allah. This third one goes more in-depth into what Muhammad would have believed and into some links between Islam and the other monotheistic religions that would have existed prior. Further down, /u/sungagainstgold also links to some older comments.

I hope that this can get you started! I'm boarding a flight now but if you have any follow-up questions I'll try my best to answer them after I've landed.