Muhammad began to pray alone in a cave named Hira on Mount Jabal al-Nour, near Mecca for several weeks every year.[67][68] Islamic tradition holds that during one of his visits to that cave, in the year 610 the angel Gabriel appeared to him and commanded Muhammad to recite verses that would be included in the Quran.[69]
The article doesn't specify what kind of prayers he was doing or what religion they were related to. There is nothing in the section on his early life that mentions what religious tradition he was raised in. It all kicks off when he sees the angel Gabriel, so I'm assuming he was either Jewish or Christian?
However:
According to Ibn Saad, opposition in Mecca started when Muhammad delivered verses that condemned idol worship and the polytheism practiced by the Meccan forefathers.[83] However, the Quranic exegesis maintains that it began as Muhammad started public preaching.[84] As his followers increased, Muhammad became a threat to the local tribes and rulers of the city, whose wealth rested upon the Ka'aba, the focal point of Meccan religious life that Muhammad threatened to overthrow. Muhammad's denunciation of the Meccan traditional religion was especially offensive to his own tribe, the Quraysh, as they were the guardians of the Ka'aba.[82]
What exactly was the "Meccan traditional religion"? If that was his tribe and they were polytheists, then was he raised as a polytheist and converted to Abrahamic monotheism after his encounter in the cave?
I'm sure there's more to say about it, but u/frogbrooks provided some great comments in this thread a few years ago, discussing Muhammed's pre-Islamic beliefs and how they compared with other local religions.
This is kind of a controversial topic so no one knows for sure. Therefore, there is a sect divide in this issue as well. What everybody agrees on though is that he was neither a Christian or a Jew. The predominant religion of Arabian Peninsula (at least the southern part) was Arabic Animism. However, according to Sunni hadiths, the Propher followed a religion called 'Hanefi'. This belief mostly comes from Ahmad Bin Zaini Dahlan Makki who wrote ''Even though Judaism and Christianity never reached Mecca, the religion based upon Abraham's principles were still practiced behind curtains. This was our Prophet (s.a.v.)'s religion.''^((1)). Here is the problem though: there is no evidence that this religion even existed. They base this claim on Sa'd 38:47 which recites '' (talking about prophets) And indeed they are, to Us, among the chosen and outstanding.''^((2)). Outstanding here could be translated simply to ''good'' and what is the number one priority of being good is based upon previous prophets? Not committing shirk (believing any other than Allah could be the god) as there is no 'forgiveness for it'^((3)). There are also others such as Pezdevî who believed that prophets were created to become prophets from the start so even though they had no knowledge of Islam, they still believed it in ''back of their heads'' so to say^((4)).
As I said though, these don't really hold too much water. Many believe that Muhammed's religion was actually the Sabian religion. Here is the catch though: we don't really know if this religion actually existed either.. We hear about them three times in Quran in al-Baqarah 2:62, al-Hajj 22:17 and al-Maa’idah 5:69^((5)). Many argue that it simply refers to one who leaves their religion to convert to Islam as Sabii recalls the Arabic verb saba'a meaning ''to leave(?)''^((6)). Some people, on the other hand, argue that Sabian religion was a branch of Mandaeism. This could very well be true as there is evidence suggesting Mandaeism was present in Hejaz from the start of the second century a.d. Mandaeism is also quite reminiscent of Islam with words such as Allah, salah, Qur'an, nebi etc and there is actually a hadith calling the prophet a Sabi which goes as: "To Allah's Apostle ." She said, "Do you mean the man who is called the Sabi?" They replied, "Yes, the same person. So come along."^((7))
So basically, nobody knows for sure. But it is almost clear that he was monotheistic and not Jewish or Christian.
Sources
(1) Ahmed Zeynî Dahlan, es-Siretü’n-nebeviyye, I/81
(2) https://quran.com/38/47
(3) http://www.islaminquran.com/en-US/surah-4/an-nisa/ayat-48/quran_ayats.aspx
(4) I cant find English version of it anywhere but it was taken from Ehli Sünnet Akâidi p. 245.
(5) https://quran.com/2/62 https://quran.com/22/17 https://quran.com/5/69
(6) Tafseer al-Tabari, 2/145; Lisaan al-‘Arab under the heading saba’a
(7) https://muflihun.com/bukhari/7/340