Pardon the delay there, had a well-needed lazy weekend...
Religion is always a sensitive subject in real life. It has caused arguments, wars, and all manner of other bullshit.
In fantasy gaming, however, it's normally fairly simple. You pick a God, one of many, and you worship them. If you worship them really hard, they give you magical powers. Sometimes they're Good, sometimes they're Evil (and Lawful, and Chaotic, or Neutral) but it's generally similar packages, with maybe a little bit of flavour (followers of this God are kind, followers of this Goddess seek justice at all costs, followers of this God eat nothing but babies, etc).
Weirdly, despite the fact that Gods are known to exist (and much proof of this can be found), people stick to worshipping one God - there are no Priests of entire Pantheons, and there are temples dedicated to each God, but not a lot of polytheism in an ostensibly polytheistic world.
Weirder still are those (specifically in D&D, though it crops up elsewhere) who worship certain ideas - like Justice, or Law, or Fire. These self-made Clerics fuel their abilities to channel the Divine with their own belief, casting a lot of strange questions onto the Gods and aspersions onto their nature as divine beings.
I always find creating a pantheon of Gods for a new setting to be one of the hardest, yet most rewarding things one can do. There are a few standard Gods that most settings include (such as racial Gods for the many non-human sentients, though rarely a God of Humans; gods of Death, War, occasionally the Elements, etc) and a few stranger ones (Vecna being a favourite of mine - Magic and Secrets, what a combo!). Many take inspiration, or are directly lifted, from real-world religious beliefs (like D&D co-opting the Norse Pantheon for many settings), and still some are their own creation (literally, in the case of Vecna - he achieved Godhood through a very convoluted scheme, published as Die, Vecna, Die! - the last official 2e adventure, and is the semi-official reason for the change from 2nd Edition AD&D to 3rd Edition. He won godhood so hard he broke the universe).
Planescape, with its overarching theme that belief shapes reality, poses that all Gods exist, even as the slightest changes on belief spawning new Powers from old ones, or changing the face of a Power right under his nose. Gods may have made people, but people shape Gods - whether they want them to or not.
For Delraith, the setting I am currently working on, the Gods are a little bit less "out and about" - regular lay priests are the norm, while those granted Clerical ability are seen as Saints and venerated as such. Even the lowest Cleric can expect to find himself the object of much affection (or scorn, depending on the God that empowered them). Many Gods will have a variety of Aspects, with some overlap (so, the old Human Gods and the Halfling Gods are similar, as they have lived together for many generations, while the Dwarven Gods will be very different), and the possibility that they may be the same entities - so, the Human God of the Earth might be the Dwarven God of Nature, and the Elven Lesser God of Stone, etc. While most of these Gods are the creation of belief, there is one race created by their God - the Dwarves. They wield Divine energies like other races breathe - it's truly second nature to them, due to having such a strong link to their deity. No-one is quite sure why that should be, but they know that Dwarves are inherently magical - and as such, shouldn't be tussled with lightly.