I like to play fast and loose in terms of the gods and their pantheons, as one of the staples of my favorite fantasy series have been myriad and recondite deities with small cults or even single worshipers. One of my favorite "tricks" lately has been to hand players the book Encyclopedia of Gods: Over 2500 Deities of the World
and have them choose a deity by flipping randomly to a page and selecting one of the entries.
I've had a lot of really fun character-defining experiences this way, and I strongly recommend giving this or a similar process a try. It's certainly a lot of fun, especially if your players can roll with the punches.