It's important to note that POWDER is one of the few roguelike games that doesn't actually have specific classes. Instead, upon gaining a level, the player must choose between one of several deities, which will determine his 'class' benefits. Each of the deities represents a class. For more details on level bonuses and such, read up on your deity of choice. After your first few games, you will also have the option to choose a deity at the beginning of your game, instead of waiting until you gain a level.
Deities are very important in POWDER, and can make or break your run. An angry God will smite you where you stand, while a happy God will save you from the very brink of death. Given that almost anything you do will anger at least one deity, you will certainly end up with at least one god (more likely two or three) taking regular shots at you by the midgame. You will generally have at least one friendly god, but it is possible to avoid that ;-).
Piety and god points
When using the Pray command, you will be shown a list of deities, along with two numbers, as such: 'Klaskov: a (b)' - The first number (a) is your Piety. The second number (b) is your accumulated God Points. Piety is how much that god likes or dislikes you, while God Points are how much they'll do about it. When you perform various actions in POWDER, you gain and lose both piety and god points with various gods. For instance, attacking creatures in melee combat will provide a bonus with Klaskov and H'ruth, but a penalty with Belweir and Tlosh. Note that "praying" doesn't actually do anything (that is, you don't get "prompt service"), but it does take up a turn.
Each God has a Dress Code which grants specific benefits, and slowly earns piety for that god. When praying, after your piety and god points are listed, you may see some + and * symbols. These will give you an indication of how much that god likes your current equipment.
God Points are primarily used to determine which Boons and Punishments are available to each deity. They cannot exceed the amount of Piety you have with that god. Any time you have over 100 God Points with a deity, they have a chance each turn to intervene, for better or worse: If Piety is negative you will be punished, if it's positive, you'll be rewarded. Either way, a god will only take action if their God Points are above 100, and some actions require higher values. Afterwards that deity's God Points will be reduced by the action's "cost". Choice of boons and punishments is mostly random among those which are "valid", but for boons, "rescue" boons have priority, with the order Heal, Cure, Unstone. Thus, you won't get Cured when you weren't poisoned (or your weapon (dis)enchanted when you don't have one), but you might well be Cured or Healed when you were also turning to stone....
In general, your own god will act (almost) as soon as they reach 101 or more God Points, while other gods have a 2% chance per turn if they have enough. (Ironically, this scheme means you'll rarely see the more powerful boons and punishments from your own god.) The above is also affected by a "fickleness" factor which biases against some gods: In the order given in the list below, each god (including the inert "No one god") has a 1 in 10 chance to not only decline to act, but (silently) prevent any later god from acting the same turn. Thus, Klaskov has an 81% chance to act on any opportunity, while Xom has only a 43% chance. Note that if you are possessing another creature when a god takes an action, your host will be affected (not your comatose body) but God Points and Piety both move with you between bodies and forms.
Some gods outright forbid casting certain kinds of, or all, spells. If you have positive piety with the god whose rules you transgressed, they will punish you, pouring all that piety into punishments. Being agnostic will protect you from any punishments, but regardless, you will lose all the positive piety and end up with negative piety for that god. If a friendlier god (perhaps your own) has enough God Points, they may protect you from a punishment, but that will cost you piety and God Points with the protector. If the god you transgressed was your own god, you will also lose your current experience (reset to 0). You will not lose any levels, but you'll need serious effort (and luck) to keep following that god when you do gain your next level!
When you gain a level, you will have the option of choosing any god with whom you have at least 10 piety, except that you can always choose agnosticism. You will gain a number of hit dice and magic dice depending on the god you chose. (An odd half-die won't appear on your total immediately, but will be remembered when you get another half-die.) You will also get 2d2+1 hit points or mana for each physical or magic half-die you receive (unless you picked Xom, who has special rules). You will always gain one skill or spell slot respectively for each full hit die or magic die you earn. Some gods may then teach you either a skill or a spell; the possibilities vary with the god, but you must have the free slot for it. If you don't like the god-given skill or spell, you can always forget it and reuse the slot.
List of deities
¹ Xom has special rules for HP and MP gain.