Xenophanes (6thC B.C.), the founder of Eleatic philosophy (Sicily), dismissed the stories of gods as immoral and illogical 

He said, 

"Homer and Hesiod have attributed to the gods everything that is the same and reproachful among men, stealing and committing adultery and deceiving each other." 

Xenophanes believed because they are gods, they should be moral.

He criticized the idea that the Gods were portrayed as anthropomorphic - that they were like us.  He says

"But mortals consider that the gods are born, and that they have clothes and speech and bodies like their own."

"if cattle and horses or lions had hands, or were able to draw with their hands and do the works that men can do, horses would draw the form of the gods like horses, and cattle like cattle, and they would make their bodies such as they each had themselves."