There is, I think, a misunderstanding among some polytheists about those who have connections with more than one group of gods–an assumption that unless you are focused on only one group, at best you are not serious about your faith, and at worst you are disrespectful or even disloyal. (I’ve noticed this tendency more in some polytheistic communities than in others, and haven’t seen it a lot recently, so it may be that it’s not a thing anymore, which would be awesome.)
Leaving aside the matter of how one determines what constitutes such a group or pantheon (or even, in some cases, a culture), I’d like to say just a little bit about what my experience has been of being and becoming a multi-faith polytheist.
The Greek gods were my first gods. They came to me when my children were young; my younger daughter, now 17, was an infant. My polytheism was a gift; before then I had been pagan, but I didn’t understand belief before then. They were with me through my sometimes-steep learning curve, and they slowly made themselves known and waited for me to get a clue. And they have never left.
Shortly thereafter, I met the heathen gods. The Norse gods were the first gods I knew in a group. I phrase that carefully in order to point to two things: first, that I first felt a call to “the heathen gods” rather than to an individual deity (as had been the case with Aphrodite and the Greeks), and second, that I met them as part of a group of other heathens. While I certainly keep my personal devotions–in fact, the bulk of my worship and devotional work with regard to these gods is solo–my heathenry has always been tied (sometimes in more than one way) to community.
The Celtic gods…well, that one is different. In one sense, or at one time, they were not “my gods”; I was told that early on and there was always a distance, so I did not pursue a relationship there for a long time, and yet Taranis was the first deity I ever met in a visualization. They are not a constant presence, for the most part, but they let me know when they want something and I do my best for them when they do.
The Egyptian gods came to me about three years ago; they came to me at a time when I was dealing with some stuff, and I would not have chosen that time to add a new religious practice, but it happens when it happens. They have been unfailingly kind and patient, and have made it clear at all times that whatever I can do is what I can do, and is enough. They also introduced me to a way of honoring my ancestors that added a whole new dimension to my spiritual life.
So that’s been my experience as a polytheist with the gods, so far, in my life.
There are any number of ways in which people can interact with more than one group of gods, some more eclectic or sycretic than others. While I am a great fan of learning as much as possible about the history behind the gods I worship, and I think it adds a great deal to my practice and my understanding of the gods, I don’t think mine is the only way.
Personally, I tend to keep pantheons separate; I have separate altars, do separate rituals. It’s the way that works for me. YMMV and I’d love to hear about it if it does!