Poul Anderson and SM Stirling describe societies where polytheism versus monotheism is still an issue. I appreciate not only Greek and Norse myths but also pagan rituals. Thus, polytheism appeals to my imagination although not also to my intellect. Thunder storms are fully explicable without invoking Thor although that certainly sounds like him moving above Lancaster and I see no harm in acknowledging this.
Monotheism must be discussed philosophically, not empirically. What matters is the interactions. Does God heed or ignore prayers addressed to a god? Vile deeds done in the name of Aslan are really done in the name of Tash. Goods deeds done for Tash are really done for Aslan.
I like the Hindu approach: anything goes - gods exist or are aspects of God or are aspects of an impersonal reality. Everyone can be at home here - and our understanding can develop.