Okay, so when people of five different worlds all magically get warped into a new world, they have to start to wonder and some will undoubtedly come up with religions and theories regarding how all this happened. They might adjust previouis religions or they might make up new ones based on this world.
Feel free to come up with ideas over what caused this. Proto and I won't tell you if any are "right" or "wrong" and you may, much like in this world, never know for sure (at least, we haven't planned a set and solid God-system yet).
Please note that just because you involve Gods in your religion doesn't mean that you'll be able to have those Gods instantly become realities. You can create the religion, but not the God(s), if you know what I mean.