The Deity would be the one your close to. You would find it by learning about a few of them. If you like Italian, Google Italian deities same fore Irish or anything else.If you like the folklore, you may find your path.
Another method could be just simply prayer... prayer does not have to be directed at a said deity... it can simply be a question posed to the universe... and you wait to see what answers. There is no need to just pick a deity and go with it... sometime the smarter choice is to put yourself out there so to speak and see who picks you. In the end you may have a much stronger faith and conviction than if you just took the generic path.
In this you must be patient, you can't pray and expect immediate results... no different than if a friend called you wanting help... and you are on the other line helping someone else. Sometimes it takes time for help or answers to arrive. And also be aware that sometimes our answers come in the simplest of forms, from a song on the radio, a commercial on tv, a conversation from a random stranger. These are the things you must look for after praying because sometimes the answer doesn't come from a loudspeaker... but from a whisper. Good luck...
I agree with what Mikhalshire says (I am very sorry if I spelled that wrong!). That's one of the ways I started out. But another good way is to just kind of look up deities from different pantheons and meditate on their roles and their origins. What you need for your path will come to you. Every path is unique in its own way, so don't be afraid to explore. Enjoy yourself and make a journey of it!