I don't talk to the Gods these days, I mostly ask Satan for guidance. When Satan speaks to me telepathically, my attention is drawn to His word; firm and wise. Given that I have also wondered, what if I speak these things only to myself? Reality shows otherwise; everything He said has proven true for me. If I was talking only to myself, I would have to be quite, monumentally wise to say such things to myself.
It has also happened many times that I have asked Satan questions and received no answer; what has happened is that people important to me have told me things that have answered my hypothesis.
Whether I have seen the Gods; well, maybe once, my Guardian Daemon. When I spoke to Her on Yule, I told Her it would be nice to see [Female Demon]; I told Her I was interested in Her beauty and it would be nice to at least have an idea of what She looked like. Then I saw a beautiful Woman, like an Egyptian Woman; suddenly I was scared because I didn't expect to actually see something like that.
It hasn't happened since, but that moment is monumentally burned into my mind. The image is still in my mind to this day.
But, if it was all just my imagination, including the fact that what I heard turned out to be true later, then there is something wrong with me. :D