I just finished the game and i'm left with mixed feelings about the ending lore wise. You end up knowing the truth about the gods but your choices on ending the story are limited to what a particular god wants. Pretty disappointing.
The writers did an awesome job creating this world, can't wait for more, so many questions unanswered. Especially on how these gods were created and what they actually do for Eora following their creation. The Engwithans created the gods (powerful gods whatever that means in PoE) because they sought Order and Purpose but these creations are pretty much idle.
Also I hope we get to see whats next for the Watcher. (unless you just chose to become Woedica's or any other fail gods pawn )