A little way up the narrow valley, before they reach the woods, the PCs notice the squat, tumbledown buildings by the riverside. They are hardly big enough for a human to stand in, and the complex cogs and shafts that occupy the central cavity of one of the buildings are perplexing. What were these buildings? And how safe are they to explore?
Alternatively a desolate place is the perfect setting for a derelict chapel or croft. There needn't be any actual physical encounter involved, but it adds atmosphere to a place to see its dead history. For instance, in the Outer Hebrides there are whole deserted villages which were razed to the ground by the English during the Clearances. Such stories give a setting authenticity and character.
The religion believes in reincarnation, but that you will be reborn in the past. People of today are those re-born of tomorrow, with some discarded as trash. The most pure will be eventually reborn in the mythical paradise-like past, where people lived for hundreds, or maybe even thousands of years.
This goes nicely with beliefs into foresight (you know a little about the future because you have been there), but also to many complaints of how things are going always from bad to worse.