A fascinating idea! Here are some thoughts of mine:
  • Deities: Either live on a Mount Olympus-like sacred region (Mount Olympus with option of TARDIS-like "bigger on the inside" realm), on a coterminus plane (ethereal, astral, or shadow planes), or are an aspect of the world (Gaia as the actual Earth, Nut as the actual sky, Tartarus as the living region of torment, Chaos as the void). No reason you can't have any or all of these either.
  • Celestials: The servants of the gods. They might swell alongside the gods in their courts, be ascendant mortals aligned with a specific cause, or manifestations/avatars of divine will.
  • Fiends: Possibly the same as Celestials, but I also like the idea of fiends being spawned either by acts of great evil or being the mature forms of the evil dead (in either case, bound to defiled locations or a spiritual prison).
  • Elementals: Avatars of extreme natural forces. Perhaps they are spawned through natural disasters (earthquakes and earth elementals, etc.) or as a primitive volition of the material world. They could be symptoms of the natural world as out of balance, or a sort of animistic immune system in response to exploitation or disrespect. Perhaps the Old Gods who make up the world (the Sky, the Earth, the Sea, the Night, the Sun) use Elementals as avatars or servants the way lesser gods use celestials.
  • Fey: Incarnations of non-sapient organisms, overlaping with animistic views of the world. Perhaps they are tied to masses of organic life (forests, grasslands, reefs) or personify the essential nature of a collective species or type (Spider, Tiger, Raven, Oak, Hedgehog, Platypus...). Perhaps they were people cursed by the gods or they were celestials who only fell from grace to a small extent.
  • Afterlife: Some people might dwell in the courts of the gods as celestials (mount olympus or fluffy clouds), or join with the godhead. Or become yet another star in the sky (depending on your cosmology, either as a pin prick or as as actual ball of nuclear plasma). Reincarnation is a possibility that neatly sidesteps the issue of space. Undeath, especially as ghosts, might not be abnormal, and some might hang around graveyards or monuments, even responding to their descendants or other worthies. Some might be tainted by suffering or their own evil, and become undead or even fiends. There might be realms of torment (magma in the earth, the lightless abyss of the sea, or the burning desert sands). Depending on the person, they might even get a meaningful afterlife as a spirit associated with the natural world.
  • Planar Travel/Summoning: Essentially, a mixture of teleport and a means to get to the pocket realms or coterminus planes (if such exist). Summoning simply calls forth the approriate spirit, though location might limit what is available.
  • Astral/Ethereal/Shadow: Interesting ideas for coterminus planes that are essentially alternate dimensional axes that mere mortals have issue perceiving (additions to length, width, breadth, and time, for instance). Could tie into the idea of mortal Dreams and maybe even Lovecraftian stuff for a bit of fun.