A group of adventurers come across a child’s body on their adventures, odd being such a remote location. Their is no detectable sign of violence to the child, nor are their any signs of life. Suddenly the child opens its eyes, looks towards the group and introduces themselves to the adventures.
If this wasn’t odd enough, the child can’t remember where they are from, only their name and age. Stranger yet, the child has a tattoo on their right shoulder of a family crest, to a family that died out over 200 years ago.
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.