Usksider has asked me about the origins of Mithras/Mithraic Mysteries. However the exact origins remain much debated. I will therefore do 3 posts to introduce the basics that are known about Mithras.
The Mysteries of Mithras (or Mithraism as it is sometimes called today), first entered Europe when Alexander the Great conquered Asia Minor. When the Romans conquered the Kingdom of Pergamum, and stationed two legions of soldiers on the Euphrates, Mithraism grew to be a popular cult in the West. In particular it developed and spread within the Roman Empire during the reign of Nero.

Mithras is the Roman name for the Indo-Persian god Mitra/Mithra. Mitra is part of the Hindu pantheon, and Mithra is one of several minor deities in the Zoroastrian pantheon. However in both Hinduism and Zoroastrianism Mitra/Mithra lacked his own cult.
Mithra is the god of the light between heaven and earth; he is also associated with the light of the sun. Mitra is mentioned in the Hindu book Vedas, while Mithra is the subject of hymns in the Zoroastrian Avesta, a text compiled during the Sassanian period (224-640 AD) to preserve a much older oral tradition.
However the members of the Roman cult of Mithras (which is known as the mystery cult) did not write anything down, and everything was done through initiation rites. This means our information about the sect derives mostly from Christian authors who had their own agenda and therefore must be treated with a certain amount of caution.
wendlane

Wow -you do know your stuff- really interesting x