Well if you are Wiccan [with one or two exceptions] you would worship the Horned God [ not the devil, his horns are actually antlers] and the Triple Goddess [maiden, mother and crone] the two make up everything. Gardner who founded Wicca observed male and female energies in nature and concluded there are male and female energies in the divine, as well as inside each of us. As the wheel of the year turns the Lord and Lady tell a story, on Samhain the old God dies and is reborn at Yule with the sun, as the year goes on they meet, marry, age and are reborn.
If you follow another deity from another path it is a personal choice. Through meditation, circle, prayer and ritual we connect with the divine, sometimes through our studies a deity will come to us, normally we go to them, and they will decide to work with us or send us away. Some deities are nicer than others, so study before you call on them, and be sure to be respectful. The Lord and Lady [also known as the Triple Goddess and Horned God, or simply God and Goddess] are our parents, they love us as their children and wish us the best. There are darker aspects to them, but if you see them as your parents and are sincere in your craft, you won't anger them.