When you have a high faith resource you should be able to purchase a type of faith. Then you will slowly gain believers after buying your first church, or another term for a place of worship. After time you get a faith resource, and you begin to unlock monotheism, then polytheism where you are able to purchase gods for lots of faith. Some gods may require you to sacrifice humans. Or last for a while until you stop sacrificing them. Also the power given by the gods varies, some are percentage based, others new upgrades.