Start by picking your pantheon. Some good pantheons are the Celts, Greeks, Romans andthe great Egyptians.
After you learned what pantheon you like, do someresearch about them, find which gods you feel closest too. You might feel a "pull" to more than one god and that's alright. With experience and some research you will have an image of them in your head, how they behave, dress, etc.
Now incorporate them in your practice. Meditate on them, seek their help and guidance on spells or your daily-life.Read the mythologies that surround them, you will learn more about them and quite possibly learn methods that will make a stronger bond between you and them, you may pray every morning and evening, or whenever the mood strikes you.
Be kind to everyone, the gods are in your nature, surrounding you, they are in everything and everyone.With that said be nice and helpful to your motherforthe goddess is in her, be kind to your father for the god is in him.Do things out of love for the gods, anything even picking up garbage, sharing a laughor running in nature will suffice. Take care of what you need and want.
Don't get mad at the gods. If something negative happens think about whyand how you can fix it. Treat things with respect and you will find it mutual, don't expect things to come on a silver platter, work for everything you want or need and the gods will help with everything else.
Celebrate the holidays and Esbats!These are important celebration times that might even honor the Goddess/God you have a connection with.
We all have a religion or an energy that resonates with us, its just a matter of connecting and finding that one religion or energy and appreciate the things the people and gods give you.
I hope this is of assistance to you.