I'm no know-it-all, but the closest thing that would describe my chosen religious ideology is occultism/magic.
I believe the universe, and multiple other universes are without end, and this realm we live in, composed of flesh and matter, is but one dimension. In dreams, we seperate from this physical shell temporarily and are able to catch small "glimpses" of other worlds and planes parallel to this one. However, our waking mind can't fully process the encounters and experiences we receive in dreams, and thus they are translated by memory into memories and scenarios. Nightmares are generally the interpreted result of our encounter with "unfriendly spirits". We can't be harmed by our nightmares due to being slightly "out of sync" with that world's reality, as we are still attached to our body in this one. Again, we only catch "glimpses".
Anyhow, every realm and world in the neverending universe is connected by spirit, or magic, as some would call it. Learning how to remember dreams and how to enter the dream state at will is part of learning how to harness magic.
As for deities?? Well, I've never believed in any kind of omnipotent "god" or "Allfather" that created/controls everything. I believe there are many extremely powerful beings roaming the universes, however. Infinite numbers, in fact.
Many occultists name off several demons, deities which act as emissaries between this realm and theirs, who lurk around close to earth.
The sect The Order of the Nine Angles believes that occasionally some of these deities have visited this realm in physical form through certain nexuses between the universes, known as Stargates. The closest two being between this solar system and Alpha Centauri, and somewhere around near Saturn.
Anyhow, babbling again.....