What evidence (or counter-evidence) do you suggest I present to show that my disbelief in Thor or Odin is wrong?
Similarly, if one lived all one's life in a rationalist bubble, and never even heard the mention of God or gods or religion or the supernatural, then perhaps one could not have an opinion on whether God exists. But that applies neither to you nor to Dennet.
How would I know that my disbelief in Thor is wrong? At a first cut, I'd need to have someone propose a more concrete proposition to evaluate; then I could try to evaluate it. But whatever that proposition is, it would need to be able to accommodate all that we've learned about the world and about science; it would need to be falsifiable; and it would need to explain the world in a more satisfactory manner than the alternative worldviews.
Assuming that you believe in the miracles of the old and new testaments, how would such things be proven false? For them to be positive evidence for the existence of God, we should at least be able to imagine how we'd go about refuting them.
No, right now you probably have no opinion on the subject. And depending on context are perfectly willing to entertain either or neither. The world will be a much better place when people stop having opinions on things just because someone asked them to pick a team.
So for me the first time I really thought about whether god existed was in internet discussions. When I learned about the religions in school it was just a bunch of cool stories and cultural things, there was no need to think whether any of that was real or not. And when I got into internet discussions and first encountered religious people I wondered why they thought a fantasy story was real, but apparently you can't ask them that.
Anyway, unlike fantasy stories, religious people are led into belief due to things like people insisting that a religion is true, arguments that suggest that God exist, and spiritual experiences. Maybe this isn't convincing to you, but it's markedly different from a fairy tale.
I just never met such people irl so I have no idea what that is like. Like, having a bunch of people trying to gaslight you into believing in these stories feels like a nightmare to me, I can see why you would say you believe just to make the nightmare end.
The only very religious person I talked to about these things irl said that belief is a very personal thing and he didn't care about what others thinks or doesn't think. I think that is much healthier, and with such an approach you get almost no believers since there is no longer any pressure to believe things we wouldn't naturally believe in.
Anyway, they're not really "gaslight[ing] you into believing in these stories" any more than a climate change activist is doing that. They believe their stories are true and that it would have a positive effect on you and the world if you too were to believe in it.
There are no attempts at proof (that I'm aware of) for the existence of these mythical deities. There are several for the existence of the God of monotheism, which I believe to be sound, but will struggle to fit into a combox.
Further, the thing we imagine them to be is different in kind from the God of monotheism. There are sound explanations of why this is so, but (again) they won't fit into a combox.
See Edward Feser's Five Proofs for the Existence of God, and some of his other works, if you care to explore this further. Dawkins, Dennett, Hitchens and the like ignore, or grossly straw-man, these arguments.