>No literature, sure, because they were illiterate.
https://en.wikipedia.org/wiki/Oral_literature
(I know you mentioned storytelling in passing, but that rather downplays it. Oral literature was a big deal.)
These were finally recorded in written form around the 6th century or so in much of Europe and Asia. Subsequent scholars (Idries Shaw who's 1970's World Tales is a collection of such stories being an exemplar) has found that the same stories occur again and again across cultures.
The etymologies of Zeus and Jupiter (*dyeu-peter- "Zeus Pater", literally Sky Father) are from Sanskrit, and similar / related names are shared and found across Eurasia.