This is a very popular question! I have some entries from the subreddit FAQ below:

• /u/Daeres has previously answered What was the culture and religion of the Arabian Peninsula like before Islam?
• /u/frogbrooks has previously answered What were the religions of the Arabian Peninsula before the rise of Islam?
• You might also like this AMA from 2014.
• No specific question comes to mind, but /u/lcnielsen has expertise related to your question. See Lcnielsen's subreddit profile page. (one answer to your question is "Zoroastrianism")