Because his life wasn't as full of so many personal tragedies as his friend Lewis, Tolkien never vacillated between belief and atheism as Lewis did. Tolkien was born a Roman Catholic and remained one all his life. Many people have written about how Tolkien's theology helps inform and shape his fiction.
Despite his devotion to Catholicism, Tolkien believed that the Romans, by converting Britain to Christianity, had destroyed, displaced, and erased the complex cultural mythos that existed there when the Romans arrived. He held up Stonehenge as proof that, before the Christianization of Britain, there existed a thriving, complex, and developed culture with a fully developed mythos of their own.
Whatever these proto-Britons believed, all we had left of them in Tolkien's time were these stone "henges," massive rings of carved stone distributed around the middle and south of the island nation. Tolkien died in 1973, Missing the discovery of the Lindow Bog Bodies, which date to the time around the building of the henges, and suggested a surprising (and disturbing) possibility that the proto Britons practiced human sacrifice. Greek and Roman writers had for generations accused these so-called "druids" of human sacrifice. Here was the proof.
In Leeds and again at Oxford, Tolkien made a living for himself as a linguist. In particular, he was an expert in Germanic and early English languages, making a name for himself by interpreting and studying Middle English epic poetry. Before and after the First World War, Tolkien was known for his study and interpretation of Beowulf.
Tolkien decided he could use fiction to replace the lost British mythology, and he would use Beowulf and the Prose Edda as his models. This became The Hobbit, The Lord of the Rings, and the Simmilarion.
Like all mythologies, Tolkien had to address the issue of creation, in particular, the creation of man. Like many cultures, the proto-Semitic races that became Judaism proposed a creation story where the progenitor god created men from the soil. Nearby cultures suggested clay, dust, and even the foam of the sea. All these near-eastern myths shared a similar concept. Men were impotent copies of the progenitor god and would be used by the god or gods as pawns in some larger game.
Tolkien was aware of the pointy-hat, fake beard-wearing "neo-druids" who pranced around Stonehenge on the equinox, but he didn't think much of them. He was convinced that they and the horror writers of the sixties who produced works like "The Wicker Man" had it all wrong.
In Tolkien's mythology, men are still pawns of a progenitor god, but he creates several levels of creation, each possessing less and less of the divine spark. First was the Istari, the Wizard class, which had a shade that became the Balrog. Then came the Ents, and their shade, the trolls. Elves and Orcs, Dwarves and Hobbits, and then men. As the creative spark of earth wore on, all these sentient creatures would filter down to men, and men were all that was left.
Tolkien never intended for his creation to replace or weaken Catholicism, but I've heard quite a few uninformed people call it satanic. We assume that most mythologies come from generations of people blending their stories together; Tolkien does a pretty credible job of it working alone. Perhaps it always was just lone writers working alone all along, only we renamed them prophets.
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