The Hindu goddess Kali's design was initially more revealing, however during the game's beta, her appearance was changed to have her more clothed, in addition to new voice lines and updated abilities.

It's thought that her redesign was due to receiving backlash from practicing Hindus, who also objected to her inclusion. However, it's also possible this was done due to working with Chinese publisher Tencent to make the game more family friendly.
Contributed by KnowledgeBase
The Egyptian god Khepri's victory screen shows him dancing, the animation seems to be based on a dance done by Jake the Dog in Adventure Time.
Contributed by Ricardos17
Ne Zha's dancing animation is a reference to the game Jet Set Radio Future, specifically Beat's dancing animation.
Contributed by marcelmiranda
One of Ullr's emotes states, "I used to know an adventurer like you, until I shot an arrow in his knee", a reference to the popular line of dialogue in The Elder Scrolls V: Skyrim. Another references The Lord of The Rings by stating, "You have my sword, and my bow, and my Axe!"
Contributed by Ricardos17