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.
This is easily one of the most common questions that I get asked on this site. Those who are just beginning the pursuit of their Heathen faith especially are often VERY interested in learning about pr