To learn more (and to maybe confuse you even more) see Mithraism:

http://en.wikipedia.org/wiki/Mithraism
The term "Mithraism" is modern. In antiquity, texts refer to "the mysteries of Mithras", and to its adherents, as "the mysteries of the Persians." This latter epithet is significant, not for whether the Mithraists considered the object of their devotion a Persian divinity, but for the fact that the devotees were convinced that their religion was founded by Zoroaster.
Tom, isn’t true that major “fault” of Mithraism and Zoroastrianism was that duality of Divinity? I believe that’s reason why Roman Empire went in coalition with Islamic Empire and wage war against Persians. Early Christians took heavily from Mithraism and adopt many similarities in they own teachings. Even in descriptions of birth of Mithra and Jesus, and the way of coming back… They say even today you can see some carvings of Mithraism in Vatican.