In gaming, how often have you had to pick a "patron deity" for your PC? All of my AD&D gaming had that.
My first character, Goldleaf, was of the Celtic religion and had Nuada (of the Silver Hand) as a Patron.
Why, of course, is a long story. I researched the various religions, and understood the Celtic mythos to be that which best suited my elf's outlook on the world, and the campaign background. Out of them all Nuada stood clearly above them all. He was exactly the kind of deity my elf would worship, emulate, and feel bound to.
No, just kidding.
The teenaged DM who taught me how to play my D&D set hauled out Deities & Demigods and read off the names of the religions. I picked the first one I could remember out of the list - Celtic. As he read off the gods, I said, "Nuada!" after he did. I wrote them down. Later I eventually had a friend* with the same book so I could finally look him up.
That's not dissimilar to how most people picked deities and religions. They all seemed to exist in a big mishmash. A cleric of Odin fighting mummies alongside a fighter who worshipped O-Kuni-Nushi and a Paladin who picked Donblas the Justic Maker because our book had the Melnibonean mythos in it. And everyone wanted to worship Loviatar, because her dress didn't cover her, uhm, Bells of D'Abo, but we weren't allowed to because she was evil.
Yet looking at mythology, having a patron deity is a real complex relationship. It has upsides and downsides if, say, Athena considers you hers or Thor favors you. You might get blessings but also expectations, you might get hosed by some other deity who wants to annoy your patron. Your patron might step in for you, or expect you to step in for them. And your life won't be normal, if the myths are any guide. But in our old AD&D games? They just sat on your sheet and every once in a while you'd remember to pray to them or tell people your god's name or cry out "Blood and souls for my lord (fill-in-the-blank)" because that worked for Elric.
No one ever tried to convert anyone, be atheistic, or deny someone's god was real. In that way, we may have been more on target than ones I've played with as adults. You know, the guys who have a cleric who argues that Odin worshippers should convert to worshipping Tyr, or who claim their god is the only god. Our open-minded acceptance of all religions because we knew nothing was more accurate than the religious infighting of people with a little bit of misplaced knowledge.
No wonder I went simple monotheism without automatic rejection of the other beliefs as my base religion in my current game. The oldest lessons die the hardest.
* I'm 99% sure it was Joel, a Filipino kid from my school. He was in my grade and his younger brother used to play with us, also. He also had the original Greyhawk gazeteer and we used to pore over the miniatures list for it. And great, great, great food at his birthday party. I wish I could remember his last name, but I was young, and I may never have really known it.