If you already have a deity in mind, I would suggest research to see what sorts of things the god likes. There are a lot of sites with very quick information which might (might not) be able to get someone started, while I would still recommend finding any related lore of the god's culture.
If you do not yet have any deities in mind, search yourself and do research on different pantheons. If one seems to appeal to you more, do some work with that deity and see how it works out. Rinse and repeat until you find one or some with whom you can develop a rapport.