Speaking of deities, one thing I always found interesting was setting or stories where the god's strength is based on the faith of their followers (numbers, strength of faith, etc.).

It provides a nice reason for why the gods cared about the world (enough to have agents acting in their name or even to involve themselves directly) and it also can help to explain why some gods might have vanished (even before they began being actively hunted) or changed (based on how people believed in them).