When I began the Pagan path I already knew which deities I wished to work alongside. This is because as a child, since I was in Elementary school, I've always had a fascination with Mythologies. I've studied various cultures and their mythologies, but I have been compelled to further my education in Greek, Egyptian and Celtic.
So when it was time to select my deities, I used my prior gathered knowledge to make my decision. I have chosen to honor four Goddesses: Demeter, Persephone, Nyx and Selene. I only acknowledge one God: Hades.
In my opinion, work with whomever you feel the most comfortable with. I don't consider the deities as actual beings, but personifications of the fantastical forces of nature. So for me, I use their names, but not actually addressing the deities that have been worshiped. Everyone has their own path, discover your own. Best of luck. Blessings.