Rurik is a legendary figure, he is mentioned in just one historical source, and even this source was written centuries after the events (and it's the earliest Russian chronicle). There is just one sentence about his death, and it's short:
Умер Рюрик и передал княжение свое Олегу - родичу своему, отдав ему на руки сына Игоря, ибо был тот еще очень мал. — Rurik died, and his relative Oleg became a ruler, and an Igor's guardian, because Igor, son of Rurik, was just a kid.
Was Oleg real? We also don't know. The same chronicle (The tale of bygone years) says that he was a Novgorod's ruler, but there is a problem. According to archeologists, Novgorod didn't even exist at these times. So, if Oleg was real, he wasn't there. Or, if he was real, he wasn't there at that time, but significantly later.
So, the first relatively real character in this story is Igor. We have mentions about him in some other chronicles (but not Russian ones, they didn't exist yet).
It's hard to say something about religion because what do we know about early Slavs beliefs? Not a lot. We know that Oleg (whose existence is not proven) knew about such gods as Perun and Volos (Veles), and it seems that he had to worship them somehow or he had to let his guys to worship these gods. It was almost the same with Igor. But except for names and primarily functions of these gods, we don't know anything about them. Were they friends or enemies? Was Perun bigger than Volos (it seems so, but maybe not). What about other gods, such as Svarog? Or, did Svarog even exist as a god, or it's just a misspelling or translation error (we don't know for sure). And so on.
There are almost no slavic written sources about that. And the author of the chronicle that was mentioned earlier was a Christian monk, and even if he knew anything about that, he obviously didn't think that stories about pagan gods were so important that he had to write them down. And so he didn't.
But it seems that beginning from Oleg (whose existence is not proven) new slavic rulers were at least tolerate to old slavic gods and, maybe, to old slavic rituals as well.