Please bear in mind that different tribes of any race probably held different views, and these are only some of the better-known stories.
The clear patch was assumed to move with the tribe as they travelled, one of many examples of innocent ancient anthrocentrism. They offered no single theory for why the mist was there, although there is some indication that they thought the world couldn't concentrate hard enough to keep all of itself existing at once. They seem to have held no theories about the sky; it was just there.
They knew much less about the extraplanetary bodies, though, and seem to have believed the stars and planets, including their own, to be scattered at random through space and moving in independent patterns. Ancient written descriptions of the "dance of the globes" are known to have been allegorical, probably written for children to introduce them to astronomy.
Srollen ideas did not become widespread for many centuries, largely because clans felt no urge to spread their ideas, and were willing to modify their theories in light of other people's evidence. This attitude is taken as a sign of weakness (and, by implication, incorrectness) by primitive cultures.
Before knowledge of evolution or anatomy, faleighs were convinced that people, too, came out of water in some way, needed water throughout their lives to survive (easily verifiable) and should return to water in the end. (For this reason, 'burials' at sea were commonplace.)
Childbirth was supporting evidence (look, the baby is obviously suspended in water right until birth). So was the way people got taller as they lived, until they became dried out and began to shrink. The fact that people can't breathe under water might have counted as evidence against, but this doesn't seem to have put them off this idea. Perhaps it was seen as just a necessary fact for living on land.
they thought air came from birds
For ferais, all life began in forests. Most known ancient ferais lived on the predominantly-wooded continent of Waldetem (local ferais language: Terrimoire), meaning forests were practically the norm. They believed hills grew because trees grew on them and pulled them upwards.
They didn't believe that trees caused the world or were self-aware, or even in a gestalt 'forest consciousness'. They were just assumed to be the default state and thus the cause of most natural occurrences. Wind was made from trees shaking. Ferais, though, were never so completely forestbound as to think trees made sunshine from their leaves. They thought the sun dried things out and the night made them wet again, and thus things only grew at night.
Ferais had limited interest in things outside forests except as routes to other forests or as threats. Things that didn't live in forests were younger (created after ferais and woodland animals) and just a little bit worse. This excluded birds, which were (later) thought to bring the conscience.
Their own theories about the world generally dealt with people rather than the wider aspects of nature, though they seem to have thought that srolli were along the right lines with spheres. Geography and wildlife could be hazardous to little people, and voks accepted these things as 'the way the world works'. Where they paid any thought to the greater pattern of things, they seem to have thought that the Five Races were made all at once, each given a different role and destiny, and then left to get on with things.
Socially, voks believed their place in the world was, though not glorious, secretly the most important. Little has changed there.