Depdns on just how active said gods are. But generally, yeah, most people will believe in Zeus when he shows up, tosses some lightning bolts, grants a DI or two, and provides cult magic.
But you can get something fairly historical in such context. Most ancient cultures were polytheistic. So it wasn't that they didn't believe other gods existed. It the monotheistic religions that have the difficulty, and even that can be worked around by claims that other gods are in fact, lesser entities or demons, masquerading as the divine.
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