Morpheus Revenna's post Polytheism: The Light In The Window is pretty terrific, and not just because it quotes me. She talks about how we understand the relationship between our personal gnosis and the truth of the cosmos, and says that we need to keep a critical eye on what we experience ... but we also need to accept what we experience.
It is not necessary to question the reality of our sense experiences – we feel what we feel, we see what we see, and those experiences have primacy. But it’s important to practice discernment about how we shape those experiences into a story about the nature of the Gods. It is important to remember that what we have is always and only the nature of our own encounter, filtered through the membrane that separates the full reality of these powers from our embodied experience. It is in this way that we can be both rational and authentic in our relationship with the Gods.