“ Thunder and lightning is the sign of their shamans hunting and killing demons. Children's souls must be protected for their souls are not firmly in place yet and are easy for demons to take hold of. The shamans must hunt and destroy them and each break of thunder is another death of a demon hunting for souls.”
“ 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.”
“ Draw the party together as debtors to the local lord, king, head of the thieves guild, or mercenary clan, who is forcing them to work together to pay off their debts.”