For the longest time I have been drawn to Catholic imagery, but then I've also been drawn to the Norse gods as well I really can't choose! I would like to work with Jesus, Mary, some of the saints, and the Norse gods (not together, but separately it would be odd to have them all in the same ritual), not Jehovah though, as he is a jealous god. I definitely believe all gods and goddesses exist just that the pantheons are kind of in their own separate worlds but I don't know, I just wanna work with them all. Both sides said they would be okay with it, but how do I start?
My advice to you is start by meditating upon each deity, saint, godform etc. and focus exclusively on them each one at a time and explore the reasons why you feel drawn and perhaps called to them. I would also begin to research each one to gain understanding of who they are, what they are, their affiliations, their family, their patronage etc.
Then depending on what your goals, intentions, and spiritual practice is I would recommend setting up two separate altars one for Jesus, Mary, and the Saints and another one for the Norse Gods you are drawn to. You can also choose to set up individual altars for each depending on how small or large you want them to be and also how elaborate you want to get, that is entirely up to you. You don't need altars at all necessarily but if you would like to as a way of honoring them, paying your respects, and want to make personal offerings and libations this would be one option.
What you do next entirely depends on what you want to do whatever your reasons may be. It's hard for anyone to give you recommendations or advice on this because it is about your journey, your path, and your choices. If you have specific questions we can offer our guidance and make suggestions based on the information you provide.
As someoe who works with both Judeo-Christian god-forms and Greek and Egyptian gods, I can attest that if you truely uderstand them there is not a problem. Much of the conflict between different traditios and panthenons is in the mind of those that worship them, either from pride or a percieved slight. Understand that what you find in the Catholic tradition, and in fact all religions, is not the gods themselves, but the perception of the gods in the eyes of those who follow them.