Thematically, let's take @Songtress's idea and run with the Bronze Age. That does fit the general idea of multiple gods in a pantheon who appear to have direct interaction with mortals, at least from mythology. Whenever you introduce a pantheon - even one that's largely absent and only gives its worshipers some vague benefit (or social status) - you should hammer out a few things about them.
Is there a deity of invention? If so, with your ruling that the theme of the game should be at the whim of the players (not a bad thing, mind you, that's a good idea -- though perhaps difficult in practice), does the deity of invention cause someone to have a breakthrough and be able to create a battery using stuff their player found on Wikipedia? A small invention like an electric battery - assuming it's allowed and available to everyone - would jump your society forward very quickly from the Bronze Age. Humans like to build things and then we like to build things that work with what we've previously built. A good example of this is the cellphone and the ubiquitous comment of "there's an app for that." So, how will this work?
How do the different religious groups interact within their organization? Are they policed internally? Is there a Spanish Inquisition that no one expects? Do you have factional differences in the way that the deities are perceived? Can someone Martin Luther it and walk up to the nearest cathedral/temple/synagogue/mosque/whatever and post a writ on the door indicating what's wrong with their religion? If not, why not? If so, what happens to this person?
How do the different religious groups interact with other religious groups? Does one group believe that their god is the One True God? If so, is it possible for someone to enforce this by marching an army on another high temple and burn it to the ground, then rinse and repeat with the other deities? Have they had this in the past? If so, have they all come to a general truce? Or is it more like the Greek/Roman/Egyptian/early civilization prior to monotheism idea where the gods are generally observed by everyone at different times?
What do people think about magic? Is it something that frightens them? Judging by the fact that there are races other than humans, I would assume that people would be used to seeing things slightly out of the ordinary. But, say someone calls upon the great thunder god and smites someone else with a lightning bolt: how is this seen by both common folk and the nobility/priesthood (the classes are largely similar - or are they? It's your world, after all. That's just the historical precedent)?
Also in regards to magic -- can someone display a talent for magic at an early age? If so, where does it come from? Do people assume they're blessed by a particular god, or that it's an inherent ability within that person? How are these people treated as children? What do their parents think about them?
How many cities are there and do these cities have different patron deities? Does a noble house hold sway over each city sort of like in Game of Thrones where the Starks hold Winterfell, the Boltons have their islands, etc.? If so, how many noble houses are there and how important are they? How does your government work? Is it an Athenian city-state system, or do all of the nobles fall in line for a high king/queen? How does this affect the players? Can players become that high king/queen? Can players become the leaders of their noble houses? The assumed answer to those last two questions is yes, considering that theme will be able to change.
Other questions to consider when I think of them.
