I choose to follow Hephaistos because we have similar goals. We are interested in crafting a better future by our own strength and wit. Those are the traits we honor. I choose not to follow Odin because I reject his goals and eschatology, though I do respect his poetry and search for wisdom. Not every human can connect to or align with every God. Just as I may be in accounting and you may be in sales, we both have important functions with sometimes differing goals and department heads. Sometimes we are at odds, and so it is among the Gods.
If there is strife, it is because of this diversity. The myths, sagas, and lore tell us the Gods can disagree, sometimes violently. They can cross cultural lines, make love, make amends, and make wonders. We are shaped in their mold and have the same capacities for joy, anger, compassion, deceit, and genius as they do. Our Gods are not perfect. Life is not perfect. We are not perfect.
Perfection isn't the goal. The goal is to grow, explore, learn, propagate, maintain, balance, and make new wonders. The goal is to see where we can improve the Universe, and to make that our sacred aim, to push life forward in a joyful, harmonious, ingenious new way. Life is just as full of potential and possibility as it was when that first explosion of chaos came out of the void.
We follow our Gods because their goals, wisdom, memories, experiences, and power help us to fulfill our sacred potential, to push ourselves to ever higher limits, to give the next generation new challenges.
This is why I worship my Gods: giving them reverence, offering my services to them, and asking for their help in return. It is with their help, and the help of my fellow humans, that I reach my utmost potential in this life. This is what I believe.