If you choose to follow a specific religion, such as Wicca, Norse Heathenry, Khemeticism, Zoroastrianism, then your god(s) are already a part of that religion.
If you do not want to follow a specific religion, then it's a matter of research and emotion. You may find some aspect(s) of god(s) which appeal to you more or less. You might choose to follow one, or some, for a while, and change your mind at some point, to follow another or others. You might choose to be eclectic for a while a strictly religious at some other time.
theres a ton of ways, so unfortunatly i can't give you a step by step instruction on the matter [which always annoyed me when i was looking for y deity] you need to try a couple things, don't get discouraged, and stick with it for some time.
reflect on yourself. what are your likes, dislikes, hobbies, genealogy, favourite colour or animal as well as anything you feel drawn to [ancient Greece, or studying plants] you can narrow down if you try researching deities similar to you in some way [say deities from your families culture, or associated with your field of study]
you should also observe the world around you for signs. be it signs from the deity you reached out to, or signs one is speaking to you. say you keep being followed by cats, keep noticing a specific colour, people keep talking about the same thing [like you turn on the tv and there's a show about foxes, on your way to school you notice what appear to be fox tracks in the snow, at school your friend is wearing a hoodie with a fox on it, after school you decide to go to a cafe and they're selling fox cookies. you might consider looking up deities or spirits associated with the fox] same goes with if you try connecting with a deity, you might not get a verbal yes, but you might notice their animal run up to you, a positive feeling, a dream.
sometimes just researching deities in general and being open can give you clues. it wouldn't be a 'this person seems cool' or an 'this one seems nice' it might be one that sticks with you in your mind, a 'lightbulb' moment, or one you keep coming back to.
and of course, meditation, journaling and mindfulness will help you with almost anything.
One thing is simply research until you find one that grabs you, then safely and respectfully open yourself up to them. Respect can go a long way. You might also try sending your intent for connecting with just any God or Goddess before bed while jotting down any dreams.
Just a thought. I have a Goddess but am still God searching. Blessings!