Lore
The gods of ancient mythology and modern religions aren't exactly the same as the ones people put their faith in. Instead, they're the result of that faith - one day after people have believed in them for awhile, they just pop into existence as grown adults with a wide range of magical abilities. Normally, the gods are found by gods from older religions, and are taught everything they need to know about being a god.
There's just one problem.
The Roman gods were never found because no one thought they needed to search for them in the first place, as the Roman gods are, for the most part, updated versions of their Greek predecessors. So while the Greek gods may have been snatched the moment they came into existence, the Roman gods were forced to wander for thousands of years without any idea who they really are. They might be able to access their magic, but won't have a clue why they have it in the first place.
Over the years, the Roman gods have wandered around the world in search of answers to why they can't die and why they have magic. They haven't found any, and are all so good at hiding their true identities that the others didn't have an inkling that they existed. Oz/Mars is the first one of them to actually consider the possibility that he's not the only immortal out there, and is the only one who's tried figuring things out by comparing what he knows with other immortals.
For the most part, gods have relatively unique magic that pertains to what they're the god of. People with elemental abilities - like Matt/Mercury can control wind in lieu of actually being able to fly and swiftly travel. If they don't have something like that, chances are that they're spellcasters. These are people like Mars, who can utter specific phrases and words to produce a tangible effect. While Mercury's magic is heavily controlled by his emotions, Mars has to put a large about of thought and effort into actually producing results.
The only other important piece of information is that death gods - like Pluto - have two abilities. Not only can they do something like control darkness and shadows, but they can also see the dead - an ability the others can only accomplish if they use the right spells.
