There are many different religions and many different ways to interpret the same religion.
There is Hellimos or Hellenic Polytheism which is Greek.
There is Norse Heathenery and it's many branches.
Then there are eclectics who take parts of whatever religions they deem acceptable and make up their own religion as they go.
Really it is up to you to find out what you believe. When you find something that sounds good you research into it. If you like Roman deities or whatever you type stuff into Google. From that you will find many articless, pdfs, and recomended books on the subject.
Theoi.com is a good place for Greek stuff if that is your cup of tea.