In fantasy, the pantheon of gods is boundless as well as important. When you think fantasy, think Mythology and how the mortals worshiped the likes of Zeus, Hera and Aphrodite. There was a god or goddess for all things, it seemed like. War, love, life and death. Mortals wanted to be gods so bad they could taste it and would attempt any kind of trickery to get to that higher, immortal station.
In my world, there is a god or goddess for just about everything. Why? Well, it is my belief that gods and goddesses are the epitome of magical energies and essences. You have the main deity (in my case, this is Ioweth) who created the world and all the creatures within it. His sons and daughters are the gods and goddesses brought into existence by the mortals of the world. So basically, if the people of the world needed something desperately enough and prayed for it, the god or goddess would be pulled from the magical ether and poof! you have a deity.
For example, if people were constantly being killed or robbed while traveling, there is a goddess who protects travelers, her name is Yizanthia. There is a god of worldly abundance, his name is Jerremor. Jerremor is the patron deity of adventurers looking for great wealth or people who dream of being rich. Fizanu is the goddess of law and justice.
Others deal with lakes and rivers, deserts or forests. The two suns of my world are actually twin gods, Halidien and Perriden. The moon is the goddess, Merydwen. The goddess of Life and Rebirth is Pel. There are twin sisters ruling the underworld and afterlife. Ta'arinuru is the goddess of the underworld and reigns over damned souls. Veritru'ul is the goddess of the afterlife and she resides over those kind, good souls and allows them to move on into their next incarnation.
There are lots of fantasy stories out there where the gods and goddesses are invisible. People just have faith like they do in real life that a higher being exists. Other stories have the deities walking the earth and others have them appearing only to special people. My goddess of law and justice, Fizanu, speaks with Black Rose and gifted him with longevity. He acts as her champion, righting the wrongs and fighting for those who cannot fight for themselves. Basically, you better be good or Rose will come get you and send you off where you belong. Unless of course you are repentant and ask for absolution.
So think about this before you create the world. Do you want it to have just popped into existence with no explanation? Do you want just a single deity responsible for it all? Do the people of your world have free will? Or are they controlled by the gods? Do they require sacrifice or gifts?
Lots to think on! Have a great rest of the week!