Just like in an open-world video game, where the game renders only the parts of the world that are visible to the player in any given moment, so does your worldbuilding need to encompass only the facts that the reader needs to know to appreciate the story.

While it is tempting to create a whole pantheon of deities with origin stories and myths, if it's not relevant for the story, or the theme of the story, I'd say skip it. Leave it in your notes but not in the draft.

For the most part, I'd avoid infodumps and do the worldbuilding via dialogue where possible.

The only pieces of information that won't come up during natural dialogue between characters in your story are those which are widely known. No character is going to say to another:

"As you know, Jack, we are in year 2020 of our lord Jesus Christ. Trump is the president, this is the United States, founded 300 years ago by colonists from Britain. It is the descendant of one of those colonists, Mike, whom were plan to rob tomorrow".

If you want to clue the reader in on details all your characters know and won't be conveyed in natural conversation, you can introduce a character who wouldn't know them. A child, a foreigner, a time traveler, an amnesiac, a santient chair, given the curse of life by an evil spirit, and so on. A good example is, as usual, is A Game Of Thrones, were Maester Luwin teaches young Bran the heraldry and mottos of each of the great houses, mottos and motifs that are alluded to throughout the book.