Hi there, you might appreciate the answer I wrote in this thread maybe a month ago:

No, but both the Gaulish and Norse religions derived from the same Proto-Indo-European belief system which most contemporaneous pre-Christian European belief systems also descended from (Roman, Greek, Irish...). These cultures, as well as their languages, descend from a common root culture that spread into Europe, Anatolia, Persia, India and western China by the 2nd millennium BCE which originated somewhere in southern Russia/Ukraine west of the Caspian Sea.

Through comparative mythology and linguistics scholars have been able to more or less reconstruct the belief structure of the Proto-Indo-Europeans. We know that they believed that the world was created by two twins with the help of the gods - the first twin, *Manu-, sacrificed his brother, *Yemo-, whose body became the physical world. Another prominent feature was the belief that at some point, a many-headed serpent or dragon stole cattle that the gods had intended to give to the "third man" named *Trito. *Trito seeks aid from a thunder god and the two confront the serpent in its lair and slay it; *Trito thus becomes the first warrior.

Variations of these two myths are found in most attested Indo-European mythologies because they establish what's called the "tripartite division" of society between priests, warriors and fertility (farmers and herders) - *Manu in sacrificing his brother becomes the first priest, *Trito as we've seen is the first warrior and *Yemo, in creating the world from his corpse, is the first to bring fertility to the cosmos. These myths established the purpose of these divisions: sacrifice was the ultimate ritual which the priests must oversee; the warrior secures wealth (in the form of cattle) for the people and therefore the gods and the farmer/herder creates sustenance.

Besides these foundational myths, the Proto-Indo-European religious pantheon is where you've correctly identified similarities from. It was a polytheistic religion with an emphasis on celestial gods - its chief deity was *Dyḗus Pḥatḗr (lit. "sky father", from which the names Zeus and Jupiter both descend) who was accompanied by a number of other celestial gods, storm gods like *Perkwunos ("the striker", from which both Thor and the Lithuanian Perkunas derive), gods of nature and the water etc. Another reconstruction that we're absolutely sure of is the belief in a pair of deified "Horse Twins", that is human twins whose names are derived from terminology for horses.

But this isn't all to say that every pre-Christian European society had the exact same religious beliefs. They merely shared a common cultural ancestry that provided them with the "template" for their own beliefs; oftentimes deities became associated with different spheres of influence over time and most of these religions developed some new beliefs. As you know from reading Caesar, the Gauls believed in reincarnation, for example, which doesn't really have any analogues in Germanic or Italic beliefs.