I spend a lot of time writing out how different cultures in my world worship the same gods in different ways. I put a lot of thought into what the statues of these gods look like from culture to culture, how they pray to these statues, and what religious festivals may be associated with the religion. What role does religion have in every day life? Do people keep miniature shrines or statues in their own homes? Do they confess at the local temple? Do they perhaps bring tribute to the goddess of love before a big festival, in the hope of getting lucky?
I based one of the religious festivals in my campaign on real life Christian celebrations. During a festival for the Lady of the Waves, a golden chariot is driven through the city, while everyone tries to throw a blue flower on the chariot, and tries to touch it for good luck. Later that day, in the evening, there is lots of drinking and games that are themed around water.
But part of fleshing out the religion, involves also lending actual effect of the gods on the game world. Praying in front of the god of merchants and travel, actually improves the luck of the players before a big journey. Holy shrines with lit candles, can actually keep other evil beings at bay. And once a church or holy ground is dedicated to a particular deity, lesser godlike beings are kept out. When a storm rises, people believe the god of storms is angry, and that an injustice has occurred to incite his anger. They make tributes at his statue to calm his fury, and try to find a reason for his anger.
I thought about the hierarchy of these deities. Which gods are the strongest, and which are lesser gods? Which gods are old, and which are relatively new to this world? And do these gods actually look like the way they are portrayed, or is this simply a case of man projecting their own image on these figures?
I also thought a lot about how the villains in my campaign look upon these gods. Perhaps a noble god to one person, is an evil god to another? And what about the creation of the world? What are the creation stories that exist in my world? How people believe the gods created the world, will change from culture to culture.
In the civilized parts of my world it is commonly believed that the goddess of the sun once did battle with the goddess of chaos, and it was this exhausting battle which covered the world in 30 years of darkness. But the barbarian tribes believe that Barbas, the great sea serpent, swallowed the sun. And it was the great bear who ripped open its stomach, after which the great owl lifted the sun back into the sky. They also believe the terrible monster Loknar will some day swallow the world whole. And some cannibal tribes believe the goddess of the sun is evil, since she brings drought. They believe the goddess of chaos is there to set things right. These tribes are of course the villains in my campaign. But who is to say who is right?