At the time of Jesus of Nazareth, the Celts blanketed Europe's continent north of the Roman Empire. Indeed, Galatia, the recipient of one of Paul's canonical letters, took its name from the Gaelic people who settled there first. The Celts had a profound influence on the future of Europe, in such people as Hilary of Poitiers (315-368 C.E.) who gave the Apostolic Church the trinitarian formula it would use to define its faith.
It seems like it should be easy to know what "Celtic religion" was. On the one hand, there are countless dolmens and burial mounds in Ireland and England that predate the Romans and Christianity by hundreds and even thousands of years. There are numerous pieces of art from Europe's mainland Celts. There are many place names that hold clues to the perspectives the people who gave them held. And there are stories.
But what to make of all this? Imagine a group of scholars in 2950 C.E. finding a Diego Rivera painting in an "ancient" house in Phoenix, along with a copy of Richard Wright's Native Son, and a copy of Austin Powers: The Spy Who Shagged Me. Were these people somehow connected to the ancient Greeks, cryogenically preserved and recreated, embodying an agricultural cult in which the ceremonial execution of a black man satisfied the comical Dr. Evil?
The only source that comes through with strength of voice is the Irish bardic tradition, and that was filtered through the Irish monastic writers who finally recorded the ancient epics centuries after Christianity's arrival with Saint Patrick.. There are cycles of the Gaels, of Cuchulainn and the Ulster peoples who lived in what is now called Northern Ireland, the Fenians who lived in the south in what is now the Republic of Ireland, and the stories of the Tuatha De Danann--who would find a lasting role in story as Ireland's people of the sidhe (the fairy folk). But even if the stories were not reworked by the monks, they did not originate at the same time as the dolmens and burial mounds, but instead reflect an Ireland of the first century BCE and after. There are no significant art pieces from the pre-Christian Gaelic Irish—all the art we have from the Celts comes from England and the mainland.
In short, we can make guesses, but they may well be wrong. Still, we make guesses:
The Irish tradition speaks of the Tuatha De Danann, or the People of the Goddess Danu. Danu's name is probably reflective of a past that saw its center at the Danube River. But Danu herself is never mentioned in the Irish stories we have. Indeed, the telling of the past begins in every cycle of stories with the arrival in Ireland.
In the end, it may well be that the Irish Celts saw the earth as the body of a creative feminine force, as a living thing from which all other things draw life, and as such we are all moments of that living ground-of-being. This was never articulated in such terms, but within 400 years of Ireland's encounter with Christianity, John Scotus Eriugena was stepping forward with the most powerful statement of mystic philosophical philosophy between Augustine and Aquinas. So it is that the Irish Catholic today finds an ancient truth in the words "God is everywhere."