Sometimes the Gods will choose to speak to us. Other times, it is part of our deep psyche speaking to us. The following came to me and I'm not entirely sure how much is strictly from my deep psyche and how much was from the Gods.
I used to feel bad for monotheists. I thought that their view of the universe was limited and inaccurate. After all, one concept can not cover the entirety of the universe, can it?
Then, then I grew up. I had some mystical experiences. I had some life lessons. I knew that polytheism was the way for me but I started to see that the spiritual element of monotheism sort of made sense.
Then, I grew up some more. Some where along the way, I had an ephiphany. The Gods reached out and tapped me right on the top of my blessed little head. Then I understood it.
In the end, there is no God, Goddess, or Gods. There is only the Divine. How we view it is all us. But in the end, there is only one that is reality.