Here you can find information regarding the nine eight Divines and their influence within the game.  These are widely worshiped throughout Skyrim and will be most referenced throughout the game.  Other racial deities will also be present, if referenced only mostly in passing.  A considerably more complete article can be found here: Deities in Skyrim

Akatosh, the Dragon God of Time
Arkay, the Mortal's God
Dibella, The Beautiful, Patron of the Arts
Julianos, Instructor of Magic and Logic
Kynareth, Patron of Sailors and Travelers
Mara, the Mother-Goddess
Stendarr, the Steadfast
Zenithar, the Trader God

Talos, The Empire Builder, The Forbidden

Also listed below will also be some of the more benign Daedric Princes, or at least the few who are not wholly evil.  Lore/Obscure checks will generally be called upon should the players wish to learn information regarding these beings.  Those listed below will have some information more readily available while knowledge regarding certain other princes will be more obscure (possibly considerably more so).

Azura, Queen of Dawn and Dusk
Malacath, Patron of the Spurned and Ostracized
Meridia, Lady of Infinite Energies