It would be great if we could see some communication from your Deity from time to time, like in a special dungeon or harder place. You could get a hint at what you might need in terms of spells that is offered from your Domain choices if suitable choices are available, or just in general from your spell list. Just something to make the player feel they're actually playing a Cleric, or Paladin etc. You won't just be acting like a Cleric, you'd be feeling like one.
Doesn't have to be often at all, just some locations where you get to feel like your Deity is indeed aware of you and your service and is looking out for you. This doesn't only have to be Clerics either, just about any class that have some sort of patron would do.
Just a few events like this would create the illusion that no matter where you are, you're not alone. Even though nothing is happening right there, no communication, the fact that you have had it at all would make you feel like it could happen at any time.
A GM could do this for you if you're playing PnP, but I can't think of a game that ever made me feel that way.