Why does your character believe in their deity?
So, your character has decided on a deity (good or evil) to believe in. CONGRATULATIONS!!!
Now comes the hard part. WHY did you character choose this particular deity to believe in? There are many possible reasons to believe in a deity, and not all of the are based purely in the character's choice.
If the choice of deity was your character's choice, there are many questions you can ask to determine the reason for the belief.
Does the deity just generally appeal to your character's sensibilities?
Does the deity represent an aspect of your character's ancestry or culture?
Is the deity an extension or representation of your character's chosen adventuring class (e.g., cleric, paladin, druid, warlock, etc.)?
Or maybe they discovered the deity while traveling with their adventuring party. For example, in episode 44 of the first campaign of Critical Role, the character Vax'ildan (played by Liam O'Brien) chose to become the champion of Raven Queen (deity) in order to save his sister's life (Vex'ahlia is played by Laura Bailey).
If the choice of deity was the result of a nefarious pursuit, there might be reasons your character may consider hiding their deity for as long as possible, such as (among others):
Was your character unwillingly inducted into a cult . . . or did they choose the cult for themself (e.g., the Cult of the Dragon Queen, the Cult of Vecna)?
Did you character choose this deity in order to gain more power, strength, or wealth. For example a spellcaster making a deal with a deity or fiend in order to become a lich.
Your character's reasons for choosing a deity will oftentimes have a huge impact on how they react in certain situations or encounters. And this reasoning may server to bring them closer to or distance them from their current adventuring party.