About religion we find out from Herodot: “they are thinking that they are immortals. Their faith is that they don’t die and they are going to Zamolxis.” The dacians faith was generating the idea of transcendentarism. They believed in reincarnation of the souls. They also said that after they go to Zamolxis, later they will come back on the Earth.
The dacians offered various things as gifts to the god, like the man who died come back. They considered an honor to die in a battle.
There were a lot of dacians priests like Dromihetes, Diurpaneus, Deceneu. They were chose because they could see the future, knowing the end of the world.
The dacian religion was polytheist: in Dacia was worshiped Ares (the god of war), Bendis, the god of the moon, the god of storm and thunders (Gebeleizis), the supreme god being Zamolxis.