I usually use real world pantheons or religions to kind of base things on or give me inspiration for ideas and then construct my own from the ground up. It kind of always helped me with world building and giving cultures or areas a really distinct feeling and identity. On occasion if players are interested I allow them to make contributions as well whether a single god or a whole pantheon etc.

There is a huge benefit to mixing and matching or just using established materials. I have done it myself before as it really lets players be able to look things up when needed and just have a whole plethora of information within their grasp to learn about on their own time.