Almost everything known about Mexica religion was recorded after the conquest, in the course of dismantling it, and the greatest source is also a colonial project.
Bernardino de Sahagun spent decades in Mexico working with Nahua elders and with trilingual students trained at Tlatelolco, compiling what became the Florentine Codex: twelve books in Nahuatl and Spanish, covering the gods, the calendar, the ceremonies, rhetoric, natural history and the conquest itself. It is a document of extraordinary value and it exists because the Church wanted an inventory of what it was extirpating. The Nahuatl column and the Spanish column do not always say the same thing.
A small number of pre-conquest screenfold manuscripts survive, the Codex Borgia group foremost among them. They are ritual and divinatory rather than narrative, painted in a pictorial system rather than written in a script that records speech, and reading them depends on interpretive frameworks built up over a century of scholarship.
Archaeology has since supplied a check the texts cannot provide. Excavation at the Templo Mayor from the late twentieth century onward has recovered offerings in sealed context, and these confirm some textual claims, complicate others, and show a religious practice with a material logic of its own.
What is hardest to recover is proportion. The sources dwell on state ceremony in the capital, because that is what impressed and horrified their compilers, and the ordinary household religion of the wider Nahua world is comparatively faint.