Not knowing who they are is kind of the point. You're not really supposed to immediately recognize them, except vaguely. They're effectively forgotten gods (well, almost all of them). As a result they don't import any real expectations of baggage as to what they're like, so Gaiman could write his own characters without being boxed in. There's no background or explanation in the book either.
Half of them don't even have coherent backstories. Try figuring out what Czernobog's deal is.
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