I don't understand where the gods come from.
You say the nameless one comes from another realm, but the others?
are they born on etheria? when? from whom?
Except for "The Nameless One", the rest of the Etherian gods come from the Etherian realm.
Other than specific mythologies (which each god's disciples/priests/adherents have), no scholar really knows the true origins of the gods. You'll just have to accept that they came into being at some point. 
I'd like to revisit my answer, to make it a little more nuanced, because as I was going back through the documents about the History of Etheria (
http://forum.arcanewonders.com/index.php?topic=15981.0), I became a little concerned that I may have misled you with this answer.
The Elemental Lords, the original creators of the earth, sky, sea and air of Etheria (as well as the races who live there) were there in the Void at the beginning of Creation in the Realm of Etheria. I saw Realm of Etheria, because remember that each Realm is like a carved out bubble surrounded by a latticework of Voltari. Before there was Etheria, there was still the Void that was there.
The stories of the New Gods, and of their origins are shrouded in the mists of antiquity. The Nameless One is for certain from another Realm, though the other Gods may have been in the Void before there was Etheria, but unknown to the Elemental Lords. Each God's followers have their own stories, myths, or legends about where that God came from, but none of those stories say that they came from another place altogether.
What they do say is that the New Gods were there during the early days of Etheria, when the races were newly created. It's reasonable to think they they may have come from another Realm, and totally relocated to Etheria, but I don't want to be definitive on that.
