I'm currently working on a story where the people about which I am writing have a steadfast belief in spirits. However, these spirits do not in fact exist in their universe; it is just the people's way of explaining the world around them.

The issue I have as the author is conveying this to the reader. Now, I don't want to explicitly say that these spirits are merely a product of the character's culture but I am trying to find a way to drop in hints to the reader. I have written a bit of an info dump that is preceded by something like "the ways of the spirits can be summed up by any knowledgeable shaman thusly:", and then i go on to describe a bit about them - so in other words, it is not the narrator describing them but one of the people in the book.

Are there any examples of this in other fantasy books? Or all all mentioned religions/beliefs considered to be "real"? This is one thing I don't quite understand about ASOIAF - there's a few different religions but are they coexisting, or have some people in the books just got it wrong?