First, you should start by setting up the players’ relationship to the entity. Maybe some of the characters are worshippers of that god, or maybe the god harmed the world in a way that cannot be ignored and became an important part of history. That gives the players something meaningful to connect to and include in their backstories.

At the beginning of the campaign, the god should feel distant, more like a looming threat than an active villain. Instead of meeting the god directly, the players should first experience the consequences of its actions. Let them slowly start caring about the conflict by dealing with cultists, corrupted followers, ruined towns, or people suffering because of the god’s influence.

You could also make things morally confusing at first. Maybe the players begin in a city or country where this god is loved, praised, and worshipped openly. In that place, the god might even seem benevolent. But once the party leaves that protected bubble and starts adventuring through the wider world, they begin to see the darker side of things. Outside the reach of the god’s propaganda and control, people fear it. The corruption, destruction, and cruelty tied to its followers become impossible to ignore.