Studying belief systems is part of Chaos. It can be implemented in may ways and most practitioners of Chaos are at different places - which is OK. Here is a summary of the way I look at Chaos.
There are about 4200 active religions in the world. There are many times that number of inactive ones. Billions believe in Christianity. Billions are followers of Islam. Millions in other religions. Most believe in exclusivity. They can’t all be right. Conversely, denying their beliefs outright is also exclusivity. They all bring power and good in their own way.
The end game on this approach is to be aware of what is out there. Discussions about whether there are many spirits, one spirit or no spirit but just energy are salient and build awareness of the whole approach/picture. Are They All The Same?
Chaos, to me, is a system to explore those ideas. It is ‘OK’ to connect to a belief, or spirit, or deity, or energy if that blows your knickers up 
. It does not practice exclusivity. My approach does have warts but that is common with all systems.
Chaos is a long term path. There are a couple of great threads here on Spell8 about it.
Try this thread for a wide ranging introduction with lots of videos: https://forum.spells8.com/t/how-to-practice-chaos-magic/51108
If you would like to read a book about it, I recommend.
The Master Works of Chaos Magick by Blackthorne. Unlike many Chaos books it is easy to understand. The author tries to speak in everyday language.