My response to being in the Realms would be to escape through the Plane of Shadow over to the Great Wheel cosmology, where the planes and the gods make sense.
From there, I join the Athar, go back to the Shadow Plane so as to be between the cosmologies, and begin a cold war against the Faerunian pantheon, since it's unforgivable that you must have a patron god in the FR cosmology.