There are literally thousands of different deities out there in the Universe, and which ones you choose to honor will often depend significantly upon what pantheon your spiritual path follows. However, many modern Pagans and Wiccans describe themselves as eclectic, which means they may honor a god of one tradition beside a goddess of another. In some cases, we may choose to ask a deity for assistance in a magical working or in problem solving. Regardless, at some point, you're going to have to sit and sort them all out. If you don't have a specific, written tradition, then how do you know which gods to call upon?
One issue that comes up often for people learning about Pagan and Wiccan spirituality is the concept of appropriate worship. There tends to be some question about what, exactly, is the right offering to make to the gods or goddesses of one's tradition -- and how we should honor them when making those offerings.
In many Pagan and Wiccan traditions, it's not uncommon to make some sort of offering or sacrifice to the gods. Bear in mind that despite the reciprocal nature of our relationship with the divine, it's not a matter of "I'm offering you this stuff so you'll grant my wish." It's more along the lines of "I honor you and respect you, so I'm giving you this stuff to show you how much I appreciate your intervention on my behalf." So the question arises, then, of what to offer them? Different types of deities seem to respond best to different kinds of offerings.
Our ancestors prayed to their gods, long ago. Their pleas and offerings are documented in the hieroglyphs that adorn the tombs of Egyptian pharoahs, in the carvings and inscriptions left for us to read by the philosophers and teachers of ancient Greece and Rome. Later on, as Christianity moved in and replaced many of the old Pagan cultures, Irish monks wrote down stories, illuminating their manuscripts with vivid and colorful artwork. Information about man's need to connect with the Divine comes to us from China, India, and all over the globe.