Well you don't wake up one day and go 'my patron is Zeus' and then stop. If you feel drawn to Zeus, that's fine, but don't assume said deity wishes to work with you. Sometimes you will feel drawn to a deity, sometimes they will try and connect with you [dreams, meditations] but normally you will have to narrow things down.
Once you narrow down to the deity in question, set up an altar [if possible] to the deity, leave some offerings, introduce yourself and ask to study with them. After which meditate and wait for an answer [yes or no. If no answer, assume it's a no and try again later. Don't pester a deity for a yes]
Once you find your patron deity/deities, start to build a relationship. This can be accomplished any number of ways [prayer, offerings, meditations, circle] as you grow closer you should learn new ways to worship the deity [like helping in a hospital for a deity associated with healing] having a relationship with a deity can be spiritually rewarding, and help us learn and grow. Also spell casting when you know the deity you call upon can help [think about how annoyed you would be if a stranger walks up and demands help]