There are many different types of gods who control many different domains of the world's forces. They are individuals with their own personalities who may choose to show themselves, punish, or grant answers to prayers to those who get their attention. To find out about the gods as individuals, you will have to play the game. All gods have back story and lore they can share about the world now and in the past. They are immortal, all powerful beings with their own agendas, relationships, weaknesses, and sometimes even bloodlines.
Gods require prayers in most cases to be summoned, if they choose to appear at all. They do not often spontaneously respond to random RP or offerings not depicted through prayer. Conversely, just because there is a prayer does not mean they will reply or show themselves. They also have their own likes and dislikes of offerings that should be discovered in the game. Not all gods care for a specific maxed skill or high quality weapons, for example. Prayers are messages that the gods may hear, and answer to. You can only pray at an altar. Altars can be built anywhere and are found under the Furniture category in the crafting menu. This also enables the ability to offer tribute which can be any item. Offering tribute can get the attention of the god you are praying to, but try to ensure it's something they will like or you may get the wrong kind of attention! You can offer objects, nothing, or people when praying. If person is selected, the person must be described in the prayer. Also ensure to name/domain of the god being prayed to. Roleplay can be done in the prayer itself for the gods to see. No one else in the area will hear your prayer, but they will know you prayed. Responses to prayers may be subtle events, or they may be outright meetings in person. Typically, tribute is used to summon attention, but any deals being made for requests would require their own separate cost.