I've seen it asked online, "How is it possible to believe in one God and not another God when they both have no known proof/evidence of existence?"
Personally, I think there are a lot of ways:
Find out how some god are portrayed by their respective followers and then compare their attributes, demeanor and impact on history (if any).
You might not find it necessary to compare a particular God with all the rest of the gods in order to be satisfied that He is the best.
I also think it's smart to start with the most relevant gods of today since it's less likely that a god who is worthy of worship would lose relevancy.