Thank you Bill! They means more than one.

Well, don't use "they" as that would be for plural gods. If there are plural gods then you need to say I haven't seen "the gods" yet. Traditionally people use "He" as traditionally God (note capital) is masculine. However, since we have not seen "Him" and the whole breeding of gods or god (singular and non-capital!) is a highly complex spiritual quandary we don't know if God or god has a gender it is fine to use "He", "She" or indeed "He/She". Each of those three options will irritate different people in different ways.

They