Answer by taking a quote from the following article:

The Iberians (Latin: Hiberi, from Greek: Iberes, Iberes) were a set of peoples that Greek and Roman sources (among others, Hecataeus of Miletus, Avienus, Herodotus and Strabo) identified with that name in the eastern and southern coasts of the Iberian peninsula, at least from the 6th century BC. The Roman sources also use the term Hispani to refer to the Iberians. The term Iberian, as used by the ancient authors, had two distinct meanings. One, more general, referred to all the populations of the Iberian peninsula without regard to ethnic differences (Pre-Indo-European, Celts and non-Celtic Indo-Europeans).

The Iberians produced sculpture in stone and bronze, most of which was much influenced by the Greeks and Phoenicians, and other cultures such as Assyrian, Hittite and Egyptian influences. The styles of Iberian sculpture are divided geographically into Levantine, Central, Southern, and Western groups, of which the Levantine group displays the most Greek influence. Iberian pottery and painting was also distinct and widespread throughout the region.  The Iberian polytheistic religion was influenced by the Greek and Phoenician practices, as it is evident in their sculptures. The man-bull Bicha of Balazote (possibly a fertility deity) and various depictions of sphinxes and lions bear a resemblance to eastern Mediterranean mythological creatures. The Lady of Elche and Lady of Guardamar show clear Hellenistic influence. Phoenician and Greek deities like Tanit, Baal, Melkart, Artemis, Demeter and Asclepius were known in the region and worshiped. Currently few native Iberian gods are known, though the oracular healing deity "Betatun" is known from a Latin inscription at Fuertes del Rey. There was clearly an important female deity associated with the earth and regeneration as depicted by the Lady of Baza and linked with birds, flowers and wheat. The horse was also an important religious figure and an important sanctuary dedicated to Horses has been found in Mula (Murcia). There are many depictions of a "horse taming god" or "lord of the horses" (despotes hippon). The female goddess Ataegina is also widely attested in the inscriptions.  Iberians performed their rites in the open and also maintained sanctuaries in holy places like groves, springs and caves. Archaeological evidence suggests the existence of a priestly class and Silius Italicus mentions priests in the region of Tartessos at a temple of Melqart. Evidence from pottery reveals some information about Iberian myth and ritual. Common themes are a celebratory ritual dance described by Strabo [c.f. 3.3.7.] and seen in a relief from Fuerte del Rey known as the "Bastetania dance" and the confrontation between the deceased and a wolf figure. Ritual sacrifice of animals was also common.  The Iberians incinerated their dead and placed their ashes in ceremonial urns, the remains were then placed in stone tombs.  Iberians venerated the war god Cariociecus.

Any particular god they believed in?
There are many depictions of a "horse taming god" or "lord of the horses" (despotes hippon). The female goddess Ataegina is also widely attested in the inscriptions.