Ok it's taken me a while but I've got round to it...
What are they, and where do they come from?
Whilst the Jungian Collective Unconscious theory is appealing and has some validity within a view of the gods I think it only represents one side of the coin. If the coin has two faces and a middle, the middle being the relationship between the 2 faces, then it can represent the middle view of the gods. If you interpret the collective unconscious with a cultural explanation - that each culture has it's own Collective Unconsciousness, which in day to day language is explained by cultural stereotyping.
I don't think it explains the other faces, the god/esses face OR an individuals own viewpoint.
Which then raises the question of their origin - are they purely human constructs, which supports the Jungian Collective Unconscious theory, or natural phenomena that humans interpret as Gods? I tend towards the natural phenomena theory on most days (other days I tend towards the Jungian Collective Unconscious).
To continue the coin analogy this means that the gods themselves are a natural phenomena, whilst our interpretation is individual but filtered through our Collective Unconscious which is represented by our language and cultural bias.
Do the myths reflect their origins?
Not in detail, the Norse creation myth has large gaps around the genealogy of many of the Gods - particularly Mimir and Frige but also Hana/Hoenir. There is no Celtic creation myth so that it is unknowable. Particularly if some deities seem to have had human avatars/incarnations such as the Celtic Taliesin or the Norse Rig (thought to be Heimdall).
How are the gods of different pantheons related?
If the Gods are a natural phenomenon then their appearance will be impacted by their location. Just as my behaviour is different at work and at home, or in a foreign clime I think so are theirs.
So are the Celtic Taranis, Ango-Saxon Thunor and Norse Thor one and the same? To be honest I don't know - I suspect that in the same land they are one and the same but the names reflect their appearance at different times viewed through their relationship with a different Collective Unconsciousness.
Is the Greek Zeus the same as the Italian Jupiter or the Celtic Daga and the Norse Odin? Personally I don't think so or rather we should certainly not treat them so, the differences are too great in both the landscape and the Collective Unconsciousness that they relate to.
Which raises the question, which Neil Gaiman uses as the conceit for his book American Gods, is someone working with Thor in the US working with the same Thor as someone in Sweden?
Is the American working with the North American Thunder God whom they have called Thor, whilst the Swede is working with the original Norse Thunder God known, amongst other names, as Thor?
I think I tend to believe the latter situation - so for me there is a Thunder God in Southern Britain, I feel that his range covers to the south of Brittany in Northern France and North up to the Borders of Britain, in the west it's Wales (it could extend to Ireland but I've never been there) and in the East across to Germany. He has many names, I know him best as Thunor but often use the name Thor as everyone knows that name and few know him as Thunor.
How do they interact?
With whom? On an individual basis they appear during meditation, dreams and via natural coincidence or synchronisity. It's the transrational within the patterns of our lives.
What is the significance of/relationship to the natural and cultural attributes they are associated with?
My personal perspective is that the natural and cultural attributes control the perspective that we understand them by - this enables the follower of a pantheon to interpret and gain wisdom by understanding their interactions.
What is their relationship to the land and ancestry?
Personally I think that the relationship of the Gods is part of understanding a natural landscape and environment. I think the view of a pantheon is related to a cultural ancestry rather than a biological one.
And finally, are these things important to consider or does a simple belief/experience of them suffice?
Yes I think they are important to consider so that you can know your own mind and beliefs as a pagan. To know thyself, which I think is one root of modern paganism, you need to understand and. be able to answer questions from outsiders, these questions will tend to relate to your pantheon and the nature of the Gods.
If each Pagan owns their relationship with Gods/Goddesses/Spirit or is an atheist it is necessary to understand and be able to articulate your beliefs.
Of course all of this is just my personal view - I could be utterly and completely wrong