Yep would be nice to choose deity at character creation, and being allowed to explicitly switch deity during gameplay, at least if you meet a cleric of said deity.
Maybe even have some tiny effect depending upon your deity choice, too, such as +1 on a skill.
Agree on all but switching Deity. Part of the leveling process by lore is your devotion to your deity. A beginning cleric is actual level zero not level 1. Which means by the time your a character in the game you have shown a certain level of devotion. Switching deity would thus be starting over but worse than considering multiclassing. You have shown a lack of devotion to your starting diety which means their favor is likely rmoved and thus you have no spells. Further is the new deity likely yo believe your faith as you have shown you are fickle.