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Because today most of our exposure to mythology takes place through the literary creations of the Greeks and Romans, we're conditioned to think of it in a literary way and to demand of it a degree of internal logic and consistency which living mythological traditions usually don't have (or which they approach differently). Trying to use the Irish and Welsh "mythologies" as the basis for a consistent Celtic theology is ultimately fruitless, because they were never designed to be functioning religious systems, but are literary creations elaborated long after the religion in which they had originated had ceased to be practiced. Like the Arthurian mythos, they become more internally consistent as time passes (i.e. as they become more self-consciously literary and less in tune with religious concerns), but the different story traditions also grow farther apart from each other.
I think a better approach is to look at how the gods would have fit into actual religious practice. Who worshipped them, and why? Here's one way of looking at it:
I. Tribal Divinities
Gods of your immediate kin-group (ueniá). These would primarily be ancestral spirits, and their worship would be confined to the home.
Gods of your occupational group (kerdá). These would be gods who serve as archetypes for your occupation, as well as goddesses who give energy to that occupation (I know it sounds sexist, but that's the way it was!). The worship would take place partly in the home, and partly in a guild shrine if your guild is rich enough to afford one.
Gods of your larger tribal area (toutá). This would include your own tutelary tribal god, often in conjunction with intertribal divine figures of Indo-European origin which are seen as upholding the tribal order. This is coupled with worship of the sovereignty goddess of the Land you live on, usually identified with the main river that flows through your territory.
II. Land Divinities
The Land itself is full of fertility divinities that are chaotic and independent of the concept of tribal order. They are nevertheless necessary to the tribe's survival and have to be propitiated (or tamed) as a part of the agricultural cycle.
The "intertribal" divinities are too numerous to discuss fully in this article but we can list the main ones. One can see them going in and out of "fashion" during the Iron Age, with some gaining in prominence while others fade away (exactly like what we see happening in Hinduism after the Vedic period). I'll use the names of the 'interpretatio Romana', not because I think the Romans had the right idea, but because they're consistent!
The Celtic "Mercury". His rise in prestige is spectacular during the later Iron Age, until he becomes one of the main figures (if not the main figure) in the pantheon everywhere. He is usually called 'Lugus' ("Lightning Flash" -- the name of the comic book hero is actually a pretty close fit!) or a name similar in derivation and meaning (like 'Loucetios'). He is a warrior, but also a master of all the crafts and skills necessary to society, and as such becomes a protector of society as a whole -- a role he exercises most fully at the beginning of the Harvest, when he wrests control of the fruits of the soil from the Land Spirits, who are also his kin. His weapon is the spear, which is the lightning-flash and also, metaphorically, the flash of inspiration and intuition. His principal animals are the raven, the horse, the lynx, and the wren (part of his myth is that he is a "little" god who outwitted all his rivals). He is the divine sponsor of human sovereigns, and as such his main consort is the sovereignty goddess who presents sovereignty as an intoxicating drink; but as master of crafts he also works with the Celtic "Minerva", whose festival period balances his within the structure of the Celtic Year.
The Celtic "Mars". He is the god who sets the boundaries of the civilized world and protects them by force of arms. His weapon is the sword and his animal is the dog. Although as a warrior he is a giver of death, the mysteries of death are seen as being closely related to the mysteries of rebirth and healing, so his main shrines are healing shrines. The story in which he loses a hand or arm and has it replaced by a silver one is doubtless ancient, though it's hard to tell how widespread it was in the Iron Age.
The Celtic "Jupiter". He is the sky god who rules the weather and brings rain. Thunder is caused by the rolling of his wheel across the sky, and his usual name is 'Taranis' ("Thunderer"). He is particularly present in mountainous regions. Over time his worship dwindled until he became a mere helper of "Mercury", who like him was associated with storms and high places. In fact, Sulpicius Severus tells us that Gallo-Romans found it easy to turn away from his worship because he was "stupid" ('hebetus'), while they found it harder to give up their affection for "Mercury".
The Celtic "Silvanus" or God With Antlers (Karnonos/Cernunnos). He is the god who crosses boundaries, and the god of change. He is the interface between Tribe and Land and between our world and the Otherworld. Through him goods can be passed from one realm to another (hence his association with money), and valuable things can be gotten from raw Nature. He also manifests change as adaptability, as expressed by his antlers that drop off and grow back according to the season. Because some of his functions overlap with those of Celtic "Mercury" they are often shown together, although neither replaces the other, since their basic characters are quite different.
The Celtic "Minerva". Because in Celtic thought goddesses are primarily seen as sources of energy (equivalent to the Hindu concept of 'shakti'), the distinctions between them tend to blur and to be less clear-cut than in the case of the gods, as many writers on the subject have remarked. But the one that represents all forms of energy and provides them not only to the growth functions in the Land but to all forms of human activity and creativity is usually well characterised. Her name usually contains the element 'brig' ("high, exalted, rising, energetic") although it can take other forms as well. Her animals are the cow and the oystercatcher (and by extension all things in nature that are black, white, and red). Her flower is the dandelion. Her experience with marriage and childbearing is usually unhappy (as with most Indo-European "culture goddesses"), so she is often portrayed as a "virgin".
Because horses played such a large part in the Celts' military successes in Europe, the horse was a symbol of sovereignty and political power (as opposed to cattle, which were a symbol of the Land and of material wealth). Thus the goddess who gave legitimacy to the power of the tribe was portrayed as riding on a horse, or as a mare herself. This (Epona, "Great Mare") was a particular aspect of the sovereignty goddess, distinct from, say, Rosmerta, who gives rulers the intoxicating drink of flaith/wlatis. The Celtic "Minerva", on the other hand, was a more general representation of goddess-energy, who could be invoked in a far greater range of situations: she gave the energy of rulership to rulers, but also provided every other kind of energy wherever it was needed.
The Hindu model can be very useful in helping us understand the Celtic view of goddesses, which was quite similar. For Hindus, goddesses are sources of energy, and they are often referred to collectively as simply Shakti (which can be personified as Durga, the supreme virgin goddess who is the source of all energy in the universe). But when the energy is applied to a specific purpose, the goddesses become differentiated: as Sarasvati (culture and creativity), Lakshmi (fertility and wealth, material comfort) or Kali (destruction and rebirth). In the same way, virtually all the Celtic goddesses can be said to be sovereignty goddesses, Land-goddesses, etc, but they take on different names and attributes when required by specific circumstances.
'Sucellos' ("Good Striker"). Usually portrayed as a mature man with a mallet, the head of which is actually a barrel or cauldron (i.e. giving death with one side, life with the other). This is evidently the same god-type that became known as the 'Dagda' "Good (=Efficient) God" in Ireland. He is often chosen to represent the trifunctional tutelary god of a tribal territory ('Toutatis'). His consort is the territorial river goddess. In southern Gaul he was sometimes interpreted as "Silvanus" (both he and Cernunnos had cauldrons).
'Maponos' (meaning "Superboy", essentially!). This god is associated with youth, vigour and growth, and particularly the power of the waxing Year as the days grow longer, which sometimes led him to become an "Apollo" in the 'interpretatio Romana', although the usual Celtic "Apollo" is a different god. Originally he was closely associated with hunting and the Land. He was invoked as a source of energy and quick growth, as illustrated by the Chamalieres inscription. His animal is the swan, and waterfowl in general. In the later literary tradition his name appears as 'Mabon' in Welsh and as Aengus' title 'in Mac Óac' in Irish.
I should add that the other animal specially related to Maponos (as hunter) is the boar, and it is through his participation in the ancient mythic device of the "Cosmic Boar Hunt" that the Light and Dark halves of the Year are defined (he dies at the threshold of the Dark half, of course). His consort is the Flower Maiden: his marriage to her marks the apex of his career of "growth".
The Divine Twins. The only literary survival of these important Indo-European divinities consists of Nisien and Efnisien in the Second Branch of the Mabinogi. But they were evidently an important part of early Celtic religion, as the proliferation of temples and dedications to "Castor and Pollux" attests. As in most other Indo-European systems, one twin was truly divine and the other was flawed. They were associated with horses, good fortune and the protection of travellers.
The Celtic "Apollo". A healing god of light and warmth and the power of sight, particularly invoked for eye problems. He also seems to have been associated with dreaming and prophecy. His healing shrines -- which he shared with a goddess-consort -- were important centres of pilgrimage in the early Celtic world. Although there's no direct evidence of it in the sources, I strongly suspect that the god/goddess pair here were brother and sister (rather than married consorts as in most other cases), and were related to the cult of a brother/sister prophetic and healing pair that spread across Europe (from Central Asia, apparently) in the early Iron Age (and best known as Apollo/Artemis).