At some point during the world-building process, writers run into the issue of faith. What do your characters believe in? What is their religion, if they have one? What religions are present in the world you’ve created and how do they affect that world? Fantasy is usually not a godless place; in fact, it’s rift with religious ideas.
Fantasy books traditionally have polytheistic leanings because… well, it’s easiest. The pantheon of gods and goddesses is often very active in the world, and special priests or priestesses known as “clerics” or holy warriors called “paladins” can call directly on their patron god/goddess for help in battle or healing. It’s often indistinguishable from magic… but the source is divine. Krynn from Dragonlance and Faerûn from The Forgotten Realms are two massive fantasy worlds with hundreds of books that have very active and localized pantheons. In these worlds, there is no question about the existence of gods and goddesses because the effects of their power can be very clearly seen. The afterlife of heaven and hell or somewhere in between is very, very real.