We know so little. Writing only came with Christianity, and some records of the past or of current pagan customs were jotted down at times, but it’s a wide study to find the bits. We can also see what persisted in European folk customs and make educated guesses.
We think Celtic religion had not only secret rites involving animal and human sacrifice, but that sometimes they included public show. Julius Caesar tells us that the original “Wicker Man” custom had real people stuffed inside the wicker. In a much less gory vein, the fall festival of Samhain seems to have included masks and faces blackened with ash, perhaps from the sacred bonfire, and people going door to door reciting verses or singing.
Early English country custom continued to have some kind of mock creature burnt in the fall, sometimes a straw man (the Harvest King), and of course in modern times, the “Guy,” who was made of straw and old clothes. The head from the straw man was sometimes cut off and kept for later use as a ball to kick around in the spring festival. So from all this, there seems to have been a custom of burning something symbolizing the old year, the summer, or something, with perhaps a parade of the mannequin first.
The Germanic side of English custom suggests that in the spring, an old ritual involved staging a rite that showed something like the old year being killed by the new, or the earth having been “killed” by winter and now returning to life. What we do know is that as early as we have any records, a ritual they called “mumming” staged a play in which someone was killed with a sword, and then brought back to life.
Celtic Beltane, the celebration of driving the cattle out to pasture, was around May 1. Bonfires were part of Beltane, but so was what’s now called a “pantomime horse.” The Celts seem to have used a horse’s skull and a white sheet to costume a man to be the “White Horse.” Medieval records of mummers show some of them with mock animal-heads on their own heads, such as donkeys or dogs.
The Mummers’ Play tradition was extremely strong in England, so much that it persisted all through the Middle Ages and into the present. Old-style Mummers still act out the traditional story, but the custom has also transitioned to stage productions called Pantomimes, or Panto for short. These have little to do with the traditional story, but they retain some of its spirit or style.