If you have Jerusalem in your game you can get back your religion. God of the Sea or Lady of the Reeds and Marshes can be amazing on the right maps.
The best pantheons are God of the Forge, God of the Open Sky, and Goddess of Festivals. Pantheons worship a number of minor gods, usually related to nature and natural phenomena, and provide minor bonuses, usually based on terrain, or linked to specific tile improvements. Pantheons in Civilization VI are simple religious structures that focus on terrain bonuses. To found one, you'll need to amass 16 Faith, at which point you'll be prompted to make your choice of belief.
The first thing you'll do is found a Pantheon - Like a mini pre-Religion, Pantheons offer long-term benefits from their respective beliefs.