A good way to start approaching the Gods is to make a shrine for the Gods, or for a specific God. An indoor shrine for a Heathen is called a stalli, and an outdoor one is called a vé. The shrine can be large or small but it should have an image of the God (or Gods) you wish to honor, and a place to leave offerings.
American folk practices have always interested me. Especially, when regional practices formerly unheard of by those outside of a specific community or at least not popular in other areas are now being written and openly spoken about respectfully.