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The Celts were a very spiritual group. They had many Gods/Goddesses in which they revered nature and the world around them. The Celtic religious system operated in a way much like the Romans. The only significant difference is that while the Romans and Greeks thought their deities were immortal, the Celts believed nothing could escape the grasp of reality and death. This is evident especially with Cu Cuchulainn, who is a very well known hero who dies on the battlefield in the myth of" The Cattle-Raid of Cualnge.
The Celts without a doubt revered their chosen deities everyday. They had lots of large festivals held in honor of certain Gods or Goddesses whom they felt deserved special recognition for their role in life. They also had Druids. Now, the subject of the Druids is of course, like anything good, controversial. Some people believe that they are the new Druids. They have begun what they feel is a druidic revival. The Druid Reconstuctionalists base what they do today on what they have read to be old texts outlining Celtic rituals, these rituals usually being derived from myths. Others believe that though there was Druidism long ago, it cannot exist today because no one knows how their system worked because they wrote nothing down and as far as we know were wiped out by the Christians. Personally I believe that the Druidic revival of today has a good cause and is probably as close as we can get today to the real Druids of long ago. The Druids were like the priests (and I use that word hesitantly since it is a Christian adjective) and led the Celts in ceremony. They were also the scholars of the Celts. Who according to Caesar and other classical writers were educated in astronomy and even more amazing things.
Some link the Celts and their druids to Stonehendge. Those who do believe so, believe that they used Stonehendge in ceremony and for large gatherings. Others also believe they may have erected Stonehendge itself. Those who oppose this state that there were people who live in Ireland and England before the Celts who are referred to as the Monolithic or Megalithic peoples. It is speculated that these megalithic people erected these large structures before the arrival of the Celts, were absorbed by the Celts, and later participated in religious activities with them. This also leads some to believe that the Celtic religion originated from these Megalithic peoples as well. This of course, like a lot of things about the Celts is all in theory or speculation as a result of the secrecy of the Celtic culture and the Druids refusal to write down anything, no matter how important.