Terry Pritchett and Neil Gaiman both present a world where God's are made by man, and have power in proportion to the number of their worshipers. I wonder if they did it on purpose. The books of course are quite different I'm most other resprcts.
The notion of some sort of supernatural entity being created by belief is not unique to Pratchett and Gaiman, to my (rather limited) knowledge it was also and discussed by Robert Holdstock and even (though I loathe to admit I know about this) in Supernatural. (I'm sure there are many other examples not occurring to me at the moment)
I think the power of humanity to make their own gods is a very interesting and increasingly popular idea, likely increasingly popular because of the use it saw in these books. Giving humankind a collective responsibility for the deity they worship cleverly mirrors our relationship with established real-world religions and ultimately creates some nice drama for the novels.
That said, in "American Gods", Odin and Loki didn't necessarily subsist on belief. In the final battle, it is made painstakingly clear that Odin requires the sacrifice (hence the spear from Yggdrasil) while Loki would benefit from the chaos of the battle.
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