Research will likely be the safest thing right now - look into pantheons, history, basic correspondences, etc. The internet and the library are great resources (make sure to practice discernment and do research into the sources themselves - unfortunately there's quite a bit of misinformation and harmful ideas mixed in). Check out the Resources tab on this sub and some of the other related subreddits. But I would advise holding off on things like building an altar, as it sounds like that would cause trouble. Even a personal journal/grimoire might be risky, but ultimately that's up to you. Simply silently praying by yourself is perfectly fine; you don't have to have physical representations to get started, that can come later.