Very good topic, Socrates.
There are, of course, lots of theories trying to explain that need for worship.
I think the basic reason was self-awareness, as Giordano placed it; specifically, the awareness of our own certain eventual death, as well as the fear of the unknown. The fear of nature's forces may had played an additional role.
Maybe the first segments of worship had to do with death rituals and buryings. The awe, and fear, in the face of death is clearly depicted in every burying from the beginning of mankind.
That could be the start, but how was it propagated thereafter? Dawkins (yeah, I know, some of you think of him as the Devil; he's not), has this theoy about memes which tries to explain that.
I would try it with an example: Dreams comprise of things that leave an impression on our daily life return in our dreams exaggerated, just like a curved mirror depicts an distorted idol. Our fears may come on us at nights distorted, seeming like monsters. Those monsters, may return again and again in our dreams. This is not worrying, it's natural. However, one may find himself so deep in those dreams that he confuses reality with dream; he may come to think that those dreams have a higher meaning, maybe a supernatural one. What if he decides to pass on the content of those dreams in his offspring or his tribe? Those who listen to him may believe that those monsters are something more than contents of a dream. With enough time passing, future generations who preserve this 'knowledge' may feel there's a need to ease the mood of those monsters by worshipping them. Thus, a method of worship appears, with rituals, rules and of course, priesthood. After enough generations, a cult is established, worshipping something that people are SURE is real, but in reality, it is just a monster from some guy's dream in the past. The oral tradition may be put in writing, when writing is invented, and so we have a written form of this cult. Those writings, plus the oral tradition, now serve as EVIDENCE for the existence of monsters (gods, demons, you name them); it will take centuries and the invention of rational, scientific method of thinking, for (some) people to realise they are not.