Pretty much what most people have said here-they find YOU. You just have to take notice for signs. Do your homework and research different Gods/Goddesses. If one catches your attention, do more research by going to the library, online searches, etc. Sooner or later, they'll take notice of you.
In my personal experiences with pantheons, the Egyptian one had always caught my attention since I was a kid. By the time I was deity searching, I found Bast, the cat goddess. Since then, I have had incidents with cats in dreams and in real life. One time, I approached a cat that had never met me before and she purred, as if she knew who I was. I was more than confident to say that Bast was my Goddess. I have three others, but right now, I'm focusing a lot on Bast, since she (and Isis) are like the mother figures I need at the moment.
Gods-wise, I remember two specific gods that caught my attention in my research-Thoth (or Tehuti as I call him) and Horus. I knew more about Horus from the mythology book I read when I was little. He is a falcon god, son of Osiris and Isis. He reclaimed his rightful spot on the throne after his uncle, Set, took it after Osiris's death. Now, I have had incidents where there would be a falcon hovering above me in the sky. I knew instantly it was him. He even came to my high school graduation back in June, bringing me to tears.
Tehuti is a moon god, who gives me reassurance and safety when I'm walking home at night. I live in a dangerous neighborhood, but every time I look up at the moon, I smile and continue walking. His name came to me in a dream, which confirmed to me that he is another one of my gods.
As for Isis, she has only sent me a message in a dream once. Ma'at and Seshat give me knowledge and common sense when I'm tackling something difficult, work-wise. As of right now, my journey is with Horus and Bast, who have get through various struggles in life.