Cor Celesti, the home of the Gods, is located at the Hub of the Disc, and is a many mile high pillar of ice upon which the Gods frolic and revel and play games with men (and trolls and dwarfs, etc) as pawns.
Some of the ones more often mentioned in the Chronicles are listed here.
Om
Om is the only (well known) monotheistic god on the Disc. The trouble is, the Church became so steeped in tradition it stopped believing in Om but believed more in the tradition and Church itself - hence Om had difficulty retaining godhood. However, after Om appeared to Brutha the Prophet, belief has once more widely grown within the Church. Omnians also used to torture unbelievers, but now they just try to convert them through cunning arguments and pamphlets (which may still be a form of torture...)
Offler the Crocodile God
While Offler is technically a Klatchian God, he is also the default God of big rivers in warm areas. He has six arms and fangs that cause him to lisp. He also has a flock of birds that bring him news of his followers and clean his teeth.
Blind Io
Blind Io is called this because he has no eyes, at least in his head. He makes up for this by having a great many semi-independent eyes floating around his head. He is mostly a thunder god, and often plays games against the Lady and others.
The Lady (Luck)
Every gambler knows not to refer to the Lady by name, for she will forsake those who do. There are no temples to her, though at one point a group of gamblers attempted to make one - but no Lady likes to be taken for granted. She is a beautiful lady with iridescent green eyes.
Fate
Fate is not strictly a god but an Anthropomorphic Personification. However he does hang out on Cor Celesti most of the time, so can be grouped with the Gods. He and the Lady often play games against one another. His appearance is that of a late-middle aged man, with the exception of his eyes, which are holes into infinite darkness.
Death
Death (along with War, Pestilence and Famine - who make fewer personal appearances), is another Anthropomorphic Personification. Generally if the PCs are seeing Death, it's not a good sign. However, he has gathered some humanish tastes, in an odd way. Death is fond of cats and curry*. He can be summoned but most people who know this aren't keen to use the spell, despite that Death supposedly is bound inside the summoning octogram. Death always turns up in person for the death of a wizard.
The Patrician, Lord Vetinari
Lord Vetinari runs the city of Ankh-Morpork. Typically this involves dealing with a lot of paperwork, but he is incredibly efficient. His first secretary tried to kill him, and many others entertain the idea as well. However, despite the fact that wanting a king seems to be hardwired into people's psyches, most people are content to let the Patrician run the city because, well, he makes tomorrow pretty much the same as today. The Patrician is not someone you want to cross, as he tends to get really sarcastic. He might even get Ironic.
Sir Samuel Vimes, Commander of the Watch
Most people call him Commander Vimes, or Sir Samuel Vimes (Or Sir Samuel if they high enough class-wise to do so). Formerly a lowly watchman, head of a measly few watchman, Sir Samuel has risen to Commander and a rather powerful man in the city of Ankh-Morpork. He also has married the richest woman in the city, although this hasn't changed his views on crime, protecting the innocent, and largely upsetting most every prominent person (lords, ladies, merchants, guilds, etc) in the city. For this reason, the Patrician has seen to it that Vimes is quite entrenched as Commander - despite everyone demanding that Vimes be sacked. Vimes has a distinct dislike of all races. He particularly does not like vampires.
The Silver Horde
This is a group of seven barbarians - well past their prime. Geriatric, even. But the trouble is, they never really got the hang of saving money, and in any case being barbarian heros is all they know. Their leader is Cohen the Barbarian. (There are other famous barbarians, such as Hrun the Barbarian and Bravd the Hublander, but those are more normal ages for such characters)
*No, he doesn't need to eat, nor drink. But sometimes he does.