There are thousands of myths and legends in the world. With so many different cultures past and present, myths and legends give a writer a whole host of ideas to play around with.
Before humans discovered science, they used myths to explain such things as the creation of the world, why the sun rises and sets, and why it rains, and where thunder comes from. By the way, if you don’t already know, the storm gods make the thunder when they go to war. They created their own explanations for why the moon changed during a span of days, why the sun seemed to disappear from the sky during an eclipse, and why stars fell from the sky, while others passed overhead with a fiery tail.
One of the most famous myths of all is The Great Flood. You can find such references to a Great Flood in many myths from around the world, all created before the one written about in the bible. It does make you wonder if some catastrophe hit the earth, and the survivors created the myth to explain what happened to their people and their land.
Bringing gods and goddesses from the past into our current world to mess things up for us lowly humans. Creating secret cults that worship a god or goddess from mythology and have them manifest in our world, taking control of the cult. However, you should put a few constraints on the deity in question, so the protagonist in your story has a chance of killing them or at least banishing them.
For fantasy writers, creating your own myths is a fascinating way to explain the way certain cultures are.