ON RELIGIONS AND THE IMMORTALS
The information about religion, like a lot else in the "Known World", is sketchy and incomplete. For the purposes of this game, here's all you need to know about religion in Mystara.
The Immortals are the main focus of religious worship. In the Grand Duchy, where the adventure starts, there is a Church of Karameikos that accomodates worship of the major Immortals and does not cater to one Immortal in particular. Most people you meet on the continent are members of one Church or another or are at least familiar with the Church and probably some of the major Immortals.
Who are these Immortals? That's a good question. From what I read, there seems to be an awful lot of them.
This Page from the Vaults of Pandius gives a lot more information than you probably need, but use it if you wish.
This Page lists all of the known Immortals.
The Church of Karameikos reveres the following major Immortals:
Asterius - Trade, money, communication, travel, messengers
Chardastes - Healing, purification, health, medicine, life cycle, eternal life
Ilsundal - Nature, wisdom, learning, tradition, serenity and peace
Kagyar - Crafts, metallurgy, miners
Patura - Women, families, babies, maternity and fertility
Tarastia - Law, order, truth, justice and just vengeance
Vanya - War, conquest, victory, glory, honour
It is important to note that the Church of Karameikos is only 30 years old (founded in 970), so it does not yet have a
strong hold on the populace.
The other faith found in Karameikos is the Church of Traladara. It reveres the following major Immortals:
Halav - War, strategy & tactics, strength & determination, weapons & armour, sacrifice, combating humanoids
Petra - Patriotism, protection, courage, resistance, virtue, loyalty, fighting clerics, besieged cities, Traladarans
Zirchev - Hunting, survival, tolerance, magic, sylvan races, nature, animals, outcasts
Because the Church of Traladara has a longer history than does the Church of Karameikos, it has many more followers. Older characters will more likely follow the Church of Traladara than that of the newer Karameikos.
Also somewhat popular in Karameikos is the Church of Darokin. Characters from Darokin are likely to be members of this faith. The Church of Darokin reveres the following Immortals:
Asterius - Trade, communication, money, cleverness
Khoronus - Wisdom, history, philosophy, good government, loyalty, patience
Koryis - Peace, prosperity, diplomacy
Twelve Watchers - Arts and crafts
The Church of Darokin has somewhat of a following in the Grand Duchy, especially in immigrants from the Republic of Darokin, of course.
Demihumans and others not from the Karameikos region have their own faiths, of course. Reading through the links I've provided should give you ideas about what faiths your own character might follow.