What is the religion of the Midian people? In Exodus, Moses leaves Egypt and lives with the people in Midian for a few years (Exodus 2:15). I'm wondering what Moses' religious environment was like while he was living there. I know his father-in-law Jethro was a priest of Midian, but what does that mean? Was this some Godly priesthood? I don't seem to remember pre-Aaronic references to a priesthood in the Bible... was he priest of some pagan religion then? Some Islamic people believe he was a prophet, is this so? 

Neither Moses nor God seemed to regard him as a member of the nation of Israel, as the Hebrew people were all enslaved in Egypt at the time. Also, the people of Midian didn't join in the exodus, and I'm assuming this means they were definitely separate from Israel, and not lead to the "promise land." Jethro, however, did come to visit and give practical leadership advice, so obviously Moses held him in high esteem...

Any thoughts?
This is only partially answered Scripturally.


  Genesis 25:1-2 (KJV)
  
  25 Then again Abraham took a wife, and her name was Keturah.
  
  2 And she bare him Zimran, and Jokshan, and Medan, and Midian, and
  Ishbak, and Shuah.


The significance of this passage is that the Midianites were descendants of Abraham, and as such would have shared the knowledge of the God of Abraham.  They aren't in the line of Isaac and Jacob, and clearly not in the chosen line, but they would at least have knowledge of the God of Abraham, Isaac, and Jacob.

I'm not overly fond of Wikipedia as a source, but from http://en.wikipedia.org/wiki/Midian:


  Religion
  
  The Midianites were the descendants of Midian, who was a son of
  Abraham through his wife Keturah. This can be seen in the following
  Biblical passages. Genesis 25:1-2 1Then again Abraham took a wife, and
  her name was Keturah. And she bare him Zimran, and Jokshan, and Medan,
  and Midian, and Ishbak, and Shuah. (King James Version)[7]
  
  The Midianites through their apparent religio-political connection
  with the Moabites[8] are thought to have worshipped a multitude of
  gods,[9] including Baal-peor and the Queen of Heaven, Ashteroth. An
  Egyptian temple of Hathor at Timna continued to be used during the
  Midianite occupation of the site. However, whether Hathor or some
  other deity was the object of devotion during this period is
  impossible to ascertain.


Therefore, even though the Midianites didn't worship the God of Israel, enough knowledge of Him must have existed among them for Jethro, Moses' Father-In-Law, to make the following statement after hearing about the Exodus, and God's miraculous freeing of the Jewish People from their Egyptian bondage:


  Exodus 18:9-11 (KJV)
  
  9 And Jethro rejoiced for all the goodness which the Lord had done to
  Israel, whom he had delivered out of the hand of the Egyptians.
  
  10 And Jethro said, Blessed be the Lord, who hath delivered you out of
  the hand of the Egyptians, and out of the hand of Pharaoh, who hath
  delivered the people from under the hand of the Egyptians.
  
  11 Now I know that the Lord is greater than all gods: for in the thing
  wherein they dealt proudly he was above them.


Based on the combination of these facts, it would appear that the Midianites, like all other cultures, turned away from the God of Abraham, unto false gods.  Jethro, however, appears to have been made a believer in the God of Abraham after hearing of His miraculous works.