Working with a deity can simply mean to show them gratitude and include them in your prayers or thoughts. There’s no right or wrong here, just what works for each person.
A good place to start can be building a relationship with your ancestors. Learn about the culture and deities of the people you come from. That can help you develop a strong connection.
If you haven’t already, I recommend that you watch this lesson:
And here’s a quick list of deities and information about them:
Personally, I practice in terms of duotheism (God and Goddess ♂️♀️) . When I was younger I had a vision of two sibling deities (a male and a female) who interacted in a playful manner, bringing forth all of creation, and nothing has changed my view of that ever since.
When I cast spells, though, I tend to connect better with spirits and saints from my family background which is Catholic, so St. Expedite is a big one, and also Gauchito Gil, the Pagan saint from my country.
Many people don’t “choose” their deity, but rather feel called to it, which means they are chosen by the deity. There are many ways to perceive the signs: it could be through meditation or in a dream for example. I suggest you start a dream journal or a consistent meditation practice.
If something is trying to get through to you, it should make itself known once you relax and clear your mind. Don’t rush or force things. Also, don’t feel like you must have a deity to work with. Lots of pagans simply honor the Elements, the Moon, Sun, or whatever is around them.
Good luck! 