Glad you asked.
I always make deities far beyond the comprehension of mortals. In fact, I make them even mostly non-definable in the sense that it's not obvious what a deity is, and "where does it start or end". Who is the god(dess) of magic, is it Mystra, Boccob or Hecate? There is no clear answer, and if it bothers you, it's your problem not mine. What matters, is whether in the fantasy world there is a religion of Mystra or Boccob or Hecate, or all three! It might as well be one deity with three aspect, or three deities in competition, or both. A deity is not the same as individual.
I often equate deities with concepts and ideas, and say "the god(dess) of magic IS magic, just like the god(dess) or war IS war". You can't kill the deity of war, unless perhaps you find a way to end all wars for good, and then make even the idea of war disappear from the universe. You are welcome to try.
When things are left undefined, everything is possible for the DM. Do I want the god(dess) of war to actually descend to earth and lead an army? Do I want the PCs get an audience with the god(dess) of magic? Sure why not? You'll never know if you are actually in front of the deity themselves. You may try to attack one, and you might even let you apparently kill it in battle, but you'll never know what it really was... An avatar? An impostor? An illusion?
As a matter of fact, religions are one of the primary sources of ideas in my campaigns, if not the greatest one! Avatars, omens, uncanny events, creatures, spells, magic items, weather & natural phenomena, dreams and visions, and of course the churches and their faithful, are the plentiful ways deities interact with the fantasy world.
Leaving things undefined or ambiguous only adds more possibility to the game for me, including the option to always incorporate more deities and pantheons as I wish.