Agreed with both of the above actually. It is NOT a religion rather a thought, a belief. Basically agostic, or being agnostic is to be uncertain or doubtful of all claims to knowledge. The belief that a supreme being cannot be proven or disproved, etc. Or even in today's society the term is used as one who does not know if they believe in a deity/god. However the word was, as filetofspam(can't state any better) was "coined" by Thomas Huxley in the 19th century. Though rest assured it state of mind, belief, etc, vastly pre-dates the age of the term
Thomas Huxley coined the word agnosticism in the 19th century. The belief that ultimate or metaphysical truths are unknowable has been expressed by philosophers long before him but Huxley coined the term.
It's simply a belief. The belief probably came about with all other sorts of thought. It's not a religion or something that had to be started.