The gods of this world are varied and numerous. Some small and localized, others powerful and far reaching, with disciples and believers across the world. Some are cooperative, while others are jealous and vain, bestowing Favor only upon those who seek favor from no others, and Ire upon anyone hapless enough to anger them. In general, gods are referred to as the Divine, but there are other, less pleasant Entities out there.
Priests and clerics and the devout (and anyone, really) can earn Favor through prayer and similar acts of devotion, or through acts that align with the goals of the god and are big/important enough to catch the god’s attention. That Favor, once earned, can then be used for effects that fall within the milieu of the god it came from.
The Holy Kingdom, to the northeast of Ridgepass, is home to a pantheon of relatively major gods that have aligned their powers and their followers and goals. Although each God maintains their specialty, and they all have their own quirks and rivalries, their churches are commingled and their devout are allowed to call upon Favor from any allied gods within the Pantheon.
Smaller gods are often called demons or devils or angels. Some ally with larger gods or act as smaller forces within a pantheon, so that they may share in the power of the whole. It is easier to get the attention of these smaller entities, and thus gain access to the (slightly limited) power they can grant.
There are also many more small gods that (for whatever reasons) exist independently, but they only have enough power to affect the world in small ways, or in specific areas, or for specific people. Their motivations and peculiarities are as varied as the larger gods, and there are countless numbers of them vying for scraps of the soul-stuff that sustains any and all of their kind.
If this is something you’d like to incorporate into your character, let me know, and we can work something out. There’s always room for more Gods in Ridgepass; small, medium, or large. In addition, the pantheon of the Holy Kingdom is not fully defined, and I encourage you to come up with a god (or a set of gods) that we can add to the list (or even replace some of the ones I have written up, if your ideas are better.)