Quite honestly - we don't know much. Gods were worshipped. The Romans tell us about Lugh and Taran, sky gods associated with war and storm. Sulis was female, and looked after wells and the harvest. Bridget was worshipped by the Brigante. Bel, the shining one was goddess, or for some tribes god, of hearth and home.

This much we can guess at.

They lived in touch with nature, and, as we sometimes still do, they felt for the land, the trees, the flowing water that gave them life. For them spirits of some sort or another framed their lives. Angry storm gods. Places that left you in awe. Gentle havens that sheltered you and gave you solace. 

We know that Druids held sway for many ages but they were NOT responsible for henges, and standing stones which were built centuries before the influx of people the Greeks called Keltoi. They were however a powerful force in the late Iron age, so much so that the Romans feared them. Once the Romans had taken Britain, they harried the Druids to their 'stronghold' at Mona (Anglesey?) and slaughtered them there.  

Legend has it that the Druids scorned writing, thinking it let the mind grow lazy and dull. Which could explain why the picts and older inhabitants of these islands made runic script, but during the iron age it fell away.

Given the accuracy and complexity of the great works of the neolithic age, when stone circles were built to reflect and show the movement of the sun and stars, the past was not a time of ignorance. Some think the Druids were the keepers of knowledge, training the sharpest brains in understanding of everything about the workings of the world, from religion through nature and astronomy, to diplomacy and governance. But, since they left no written evidence, most of what we know about them comes from the Romans, who had their own agendas.