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The late, great Terry Pratchett is one of my favorite authors. In his fantasy universe known as the Discworld (so named because the world is a disc resting on the backs of four giant elephants standing on a turtle swimming through space) he explored nearly every facet of humanity: war, peace, family, crime, politics, time travel, magic, and even religion. A concept running through a number of his books is the notion that believing in something causes it to exist and grow strong.
In Small Gods, a satire on the Reformation, he describes the origin of the gods thus: just as the physical universe was formed of the collation of dust from the origin of the universe, there was a great cloud of gods spread evenly over the universe. As humans believed in a god, it became stronger and better able to answer prayers. Moreover, the gods took on the characteristics of the humans who believed in it — a god of shepherds had a different personality than a god of goatherds, as their followers had different views of how one controls livestock — and the god took its physical characteristics from the sculptures and icons of the followers. e.g. Patina, the goddess of wisdom, was supposed to be associated with an owl; because her most famous sculptor was terrible at sculpting birds, she now has a penguin.