I was raised in a very English Christianity: parents who believed but only went to church for rites of passage, plus daily services at school.
I spent a lot of time studying the Bible, theology, and the phenomenology of religion. Finally I decided that Christianity and the other innovating, monotheistic religions were all without acceptable evidence, so the answer was to go back to "old-time religion": polytheism.
I had reservations about Hinduism, we don't have a Shinto shrine or Chinese temple in London, so my practice was going to be solitary. So, back to the ancestral gods. We know little about the Celtic gods and the Germanic ones didn't feel right, so Hellenism it was.
If all that sounds a very intellectual approach, well, I'm a very intellectual person. It was only after I started worshiping the gods that I actually experienced them, but perhaps that's inevitable: if you ignore people, they usually ignore you.