Bagpuss
Legend
As long as there is 'obvious' evidence of a god's existence, i.e. the ability of his/her priests to do magical things, then it's going to make a dramatic difference to the world.
- Atheists will not exist - or would be considered crazy. It would be like not believing in elephants, or possibly like being a Holocaust-denier (not wanting to raise politics, just provide an analogy)
- Heresy is harder to establish if a god's 'opinions' are clear cut. One of the major factors in real world religions is schisms between different factions following the same gods. Protestant vs Catholic, Sunni vs Shia, etc. These can only really occur if there is any question about the god's actual opinion on issue X. If when Martin Luther posted his proclamations on the door of the church in Wittenberg god had struck him dead (or he'd lost his cleric powers) there would have been no reformation. This may or may not come into a fantasy religion depending on how clear cut a god's opinions are and how much that god interacts with the mortal plane. You do also have the possibility of a god of lies providing power to heretics of another god to create a schism in the flock.
Just some thoughts for now... might come up with more later.
I'm going to address these to points.
First Atheism.
I think it would be entirely possible to be an atheist, wizards do magic without claiming any divine origin and it works okay, primal classes get their powers from nature spirits and the like, genies and other creatures can provide wishes and services.
You could believe
- These things claiming to be gods are little more than slightly more powerful spirits. No worthy of worship.
- While clerics claim these powers are divine they are as internal as arcane magic no greater creature provides them.
Heresy again depending on how involved the gods are religious schisms are more or less likely to occur. In most fantasy settings the gods rarely get that directly involved in affairs, even the spells that are supposed to directly commune with the deity only give vague responses to limited questions at lot of the time. Plus when you had the eight axis alignment system a Lawful Neutral or Chaotic Neutral god could have followers that were on the Evil or Good axis. You can bet that is going to create a schism.
Back in the day we played a God level campaign where all the characters played Gods and their avatars, I played a CN God of Fire that actively encouraged the CE part of it's cult to go round burning things to the ground. While at the same time accepted offering from CG firefighters, bakers and metal workers that dealt with fire in their every day lives. So long as each worshipped me and thus improved my power I didn't really care.

