Worldbuilding - Mythos
Mythos is a very interesting historical period in many settings because it defines a lot of interesting societal constructs like religion. In some settings Mythos might not be viewed as history because the events of mythology have been disproven, but in others Mythos might be a very real, but perhaps poorly known period of history.
What distinguishes Mythos from History is how it is recorded. Mythos is often recorded through oral history, or crude means of recording like cave paintings. Meaning and details are frequently lost through translation and repetition, so many of the exact details are lost or subject to multiple versions or interpretations.
Example 1 - Shadow of Olympus
Again, Greek mythology's creation myth works very well for our Mythos period. All of the events which took place before humanity's creation fall under the banner of "Mythos", and what little is known of those events was told to humans by the gods early in human history, and was passed down for a time through oral history until humans gained the advantage of written language.
Source: Greek Mythology.com - The Creation.
Example 2 - Space Grease
In Space Grease, the Mythos period essentially doesn't exist. Ancient religions of all kinds have fallen into obscurity as humanity extended its reach to the stars, and as history became more clearly defined by archaeologists and historians.
Example 3 - Heroes of Tonesvale
Heroes of Tonesvale's mythology is interesting, and we can steal a lot from comic book superheroes (which I know fairly little about, so bear with me). In Marvel's universe, the Norse gods exist. They're similar to superpowered humans from another world with technology so advanced that it is functionally magic. From the tiny bit of comic book reading I've done, deities from other mythologies also exist (I know I saw Aries in the New Avengers series when I looked over a friend's shoulder once).
I like the "all of the above" approach to mythology which Marvel takes. All of the stories of the ancient mythological gods are told as though they are the only true story, but they're largely propoganda, superstition, or distortions of the original facts. The mythological deities all exist, and heroes might draw their powers from those pantheons.
Just to be safe, I would stay away from pantheons which have already been used like the Grekoroman and Norse pantheons. More obscure pantheons like pre-European South American religions would be a great example. Imagine a team of heroes composed of a robot, a human magician, and the Aztec god of animals or something. I would read that comic, and I would play that game.