It's different for everyone but its normally process of elimination and meditation. Look at what interests you as well as you own history [blood decent from Ireland, Scotland, Japan...] Once you find a religion that interests you, you can either look at each deity or meditate on the religion as a whole. [It would take longer] another option could be looking at yourself, your interests and personality. For example, say you love music, you could look up all deities associated with music. One should seem to stand out more than the others, you can then meditate with a statue, picture, or the deity in mind.
Whichever method you choose to narrow it down don't expect the God to appear before you bathed in a heavenly glow. [This rarely happens] you might see them while meditating or in a dream, you could hear them be it while meditating or walking around. You may also feel them beside you. Most deities are rather subtle at first, or you might not be spiritually awake to them at first. Once you meet them, try to make a connection, daily prayer, offerings, rituals, and meditation are some ways you can connect with them and grow closer.