Yes, we struggle with that ourselves. (I assume you refer especially to the ‘Druidic’ approach, since those wishing to revive, say, Athenian religion would have pretty firm pre-Christian documentation.) The formulaic answer is to cite up to 4 scholastic sources from which we draw. First, there are the comments of Greek and Roman writers. Second there are vernacular literatures, written down early in the christianization process. Third there is archeology, and fourth there are the remnants of folklore and customs in Celtic and Norse cultures. To these, we add comparative mythography and study of comparative ritual systems, especially from better-preserved branches of the Indo-European family, such as the Brahminic or Graeco-Roman religions.
Each of these presents only scraps and bits of the Old Ways. We entirely understand (despite the unscholastic excesses of some of our more poetical or popular writers) that what we end up with is a modern construct, that can only vaguely resemble what the ancients probably did. It isn’t unfair to suppose that, had the Old Ways not been extinguished by fire and the sword, their expression in our age would, itself, be greatly different from that of 2300 years ago. Nevertheless we hold as a goal for ourselves creating systems that the ancients would recognize as religion like their own, if they could see it.
Religion depends, always, upon inspiration. It is the flow of the divine spirit into human society through the words, images and deeds of humans that creates each and every religion. Paganism values that human power, and reverences the deities that we find through it. We even have a little term - Unverifiable Personal Gnosis (UPG ; ) that we use to refer to what we often resort to, to build flesh onto the bits of bone that scholarship offers. Such constructions are then verified by experiment - we try our ideas, in ritual, art and life, and if the results seem good, and it fits our aesthetic and intellectual preferences, it stays.
Neopaganism is a new religious movement, even though we seek our inspiration in the Old Ways. While we do have our legends of ancient origins, based mainly in the scholarship of 100 years or so ago, most all Neopagans today know that we’re doing something new, and making it ourselves, with the aid of the Gods and Spirits.
Ian