Ahura Mazda, from the Louvre Museum
About 1500 BC, people in India and Iran worshipped a god they called Ahura Mazda. Ahura Mazda (ah-HOO-rah-MAHZ-dah) was probably an Indo-European god originally. He is probably related to the Hindu god Varuna, and to the god Mithra, but the relationship between these three is not at all clear: is Ahura Mazda Mithra and Varuna's father? Should we think of all three as brothers? They are all interested in the same thing - promoting law and order over chaos. In this way they are also related to the German god Tyr, and perhaps to the Greek god Hermes.
Unlike most Indian and West Asian gods of this time, Ahura Mazda didn't necessarily look like a person. Artists carved him with the head and shoulders of a person, and then wings and a tail like a bird or a spirit (compare medieval paintings of the Holy Spirit).
Sometime around 1000 BC, though, a priest named Zoroaster in eastern Iran began to tell people that he had had a message from God that Ahura Mazda was really important. People began to worship Ahura Mazda more than they had before. Ahura Mazda became the one supreme god over all the other gods, and most of the other gods gradually became less powerful and began to be thought of as demons. In this way, Zoroastrianism was somewhat monotheistic.
Zoroastrianism, by Paula Hartz (updated 2004). Easy reading.
The Usborne Book of World Religions, by Susan Meredith (1996). Easy reading.
An Introduction to Ancient Iranian Religion: Readings from the Avesta and Achaemenid Inscriptions, by William Malandra (1983). A nice clear explanation of ancient Zoroastrianism, by a specialist, for adults.