There is one God. Each Deity is the personification of a different aspect of God, as if God puts on a different attire to present another quality of His/Her divine nature. The Gods are the laws of nature, the mechanisms of existence. You are one with all that is, with the source of all existence, with God. Each aspect, each personification, of God is within you.
Generally, your relationship with the Gods starts with viewing God as if outside of yourself. You revere God as distant… as something beyond you. However, your relationship with God culminates in becoming one with God… in finding the Gods within you. This, of course, is not done through the superficial personality level, but instead within the depth of your being. The different Gods then are different aspects of your psyche and of your physiology. Cultivate your relationship with God with the intent of moving in that direction instead of holding God at a distance.
There will be a time when you actually have a choice of taking that final step of mergence with God, or keeping the very slightest separation so that you can revere God as other. However, that is another subject entirely and one that is not possible to really understand until that time comes.
For now, lean in the direction of finding God within you. But know it is a process. It evolves and grows over time, just as it takes time for the seed to become the tree. Patiently sit before each aspect of divinity and explore your relationship with that God or Goddess. In time you will merge. You will find that divinity in you as you… as some aspect of your being, your psyche, your physiology.
This is indeed a subtle process. For example, finding Karthikeya within you will not mean your personality transforms into what you may think a Commander and Chief of the Army of the Gods would be like. How He emerges through you will be unique to you. For example, some will remain soft-spoken and appear meek. Others may be commanding in their demeanor. To find Karthikeya within you will transform you in profound yet subtle ways.
Such discovery is attained primarily through meditation, yet proper reflection and discernment will facilitate the process… very much so.