Few things I wonder about, here, though.
First of all, a God's power. What is it derived from? What limits their powers? Moreover, say we have a religious war between two Gods that make their existence actively known. What is going to stop God A from simply making all of God B's followers explode into a giant blob of hellfire? Why can't God B just will God A into disappearing in a puff of logic? Why can't a God simply destroy whatever limits them?
Slight idea, what if their system of gaining power and it being limited was similar to that of ActRaiser, the old SNES game? If I remember correctly, the God the player takes control of gains power through it's belief by followers and their prayers, though in the end people stop believing in the player after he has saved everyone, because people no longer need to pray to him. They only did so because of the demons wreaking havoc.
Perhaps the Gods could derive their power by similar means; The Gods gain their powers by people believing in them, and are limited only by the amount of power they can sustain from the people. This would give the Gods a reason to constantly act and fight each other, because otherwise they would be taking turns playing "See how far we can spread a fire by setting one idiot on fire and have him run around town." If their power stems from belief, the reason for acting against opposers and for warring with other religions is simply to gain more followers, therefore more belief.
However, what about the rewards of following the religion? I'm pretty sure the reward for Satanists is when they go to Hell, they get to sit in the VIP Boxes and watch everyone else get tortured for all eternity. That sounds like a pretty damned good reason to me.
In all seriousness, what is the reason that the followers even BELIEVE? What can the rewards be in depth? Other than the fact that you likely have less of a chance of a fireball hitting your house, at least from your own God, and the fact that you may get some meager protection, why are you going to follow that God? Can they make you stronger, can they intervene if someone tries to murder you, can they give you supernatural powers...
Also, say we had a promise of an afterlife on a cloud somewhere. How the hell is that going to work? Is it ever possible to see it?
Then we come to the part which is essentially the only reason I'm even giving a damn about the religion, because I only enter Fortress to make things for my Adventurers; How can our adventurers be involved in religion?
How can our adventurers take up a religion? How can they show their faith, and how can they benefit?
Perhaps we can just take up quests from priests or we can become missionaries, or we can attend some sort of sermon (I imagine you go into a temple/church/etcetera, you use a bench or something, and the game skips six hours ahead.) to gain knowledge and faith in the religion. If a person of the religion notices your faith somehow, maybe he can baptize you or charm you. If the God is active, maybe, depending on your devotion and faith, something like this will happen:
Priest: Ah, brother ____! How may I help you?
Adventurer: I would like to attend a sermon.
Priest: Very well, please take a seat.
You sit down and begin to listen to the Priest preach about Armok, God of Blood.
Time slowly flows by.
: Your devotion to me over the pathetic infidels who dare oppose my reign of Blood shall not go unrewarded...
A searing pain flashes through you!
You feel a strange pulsation of intimidating power flow through your veins...
Maybe if your devotion is noticed enough, and you are already regarded as a Hero in that civilization, the King may knight you or turn you into a paladin. Possibly, if your faith and devotion is strong enough, you could become a literal demigod (Instead of just figuratively speaking because of how skilled you are.)?
Perhaps if they aren't this devoted, but still show faith, the God will occasionally intervene in your affairs when things turn sour for you, such as if you're being chased by Bogeyman at night, this could happen (If you were considerably lucky and faithful.):
You miss the Bogeyman!
The Bogeyman charges at you, and you both stumble to the ground!
A great flash of lightning suddenly consumes all as thunder suddenly booms out in a rhythm that sounds like the drums of a marching army!
A sudden nightmarish thirst for blood overcomes all of your senses!
The Bogeyman is stunned!
You swing your silver sword at the Bogeyman using finesse and strength you've never felt before!
Another thing is, say my adventurer dies and was extremely, extremely loyal to his religion. Maybe you could play as your adventurer, only in their afterlife? (I imagine at that point our character would end up as some friggin deity.)
All of these suggestions, by the way, would be assuming a huge amount of faith and devotion. If these sorts of things were possible for an adventurer, their faith and devotion needs to be very high.