You're answering based on the idea that a deity, spirit or the like has to be related to magic. It may have just been a person, traveling through the world and dimensions spreading the idea. And certainly at first it was nothing but a normal person with an idea, but the idea was accepted by the people everywhere that person went, the idea was nurtured and helped people across the world and ages. Humanity couldn't have come up with the idea all at once, but once they have it they can give it strength and make that person something similar to what would be called a deity across time. Anyone who believed enough in the idea to spread it all over the world and dimensions surely had enough power of spirit to remain even after death in the same state of consciousness to watch over the celebration they created or something like that.