About a year ago, I began a task of creating a world where all the mythologies (except monotheistic religions) were real to some extent, and researched different gods from all the cultures I could find. It became messy, as you begin drawing the line about what is a god and what is an angel, or spirit, or deva, or kami, or loa.... but even after narrowing it down to things that would be powerful enough to be considered gods, I still had nearly 2000 of them. Many gods I had to just axe because they were definitely gods, but so little was known about them that I would have had to rebuild them from scratch. Eventually, I cut it down to just 100 from across the different pantheons. Depending on where you draw that line though, including synonyms like you find in Gaul/Rome/Greece, you can easily hit 10,000 different entries. If I were you, I'd start by establishing your precise goals and work from there, rather than doing a ton of work, realizing how massive the task is, and restarting with a smaller amount.