There really isn't any information on it. As of right now, afaik, deity has no bearing whatsoever on your char. I did read somewhere about it affecting your Guardian's Favor buff when doing leves, but on all 3 of my beta chars the buff was the same with 3 different deities. Whether or not this changes is still up in the air. There is a lot of speculation that they may offer some type of bonus at some point, as well as possible options to change deity. Changing wouldn't be too difficult to implement, there are temples to many of the deities in the 3 starting cities according to the descriptions, some of which seemed obvious in the beta, but there were no interaction points or NPCs that I noticed near them.
XI Wiki


