The Pantheon is a collection that contains all the Deities and their upgrades. There is currently 4 deities which you can add to your collection. They are The Deity of Battle, The Deity of Cats, The Deity of Fields and The Deity of the Underworld. If you reset you will keep your current Pantheon upgrades and your deities however if you delete your save file and refresh you will lose all of them. You can use the upgrade Iconoclasm to receive Gold for the price of one deity however you will keep all of the Pantheon upgrades. If you have all 4 deities in your pantheon you will get the Full House achievement. The main resource used in Pantheon upgrades is Piety.