Well. The gods and goddesses have always been here. They follow the flow of Western Civilization, starting in Greece and then moving from country to country. When I died, Olympus was in New York, above the Empire State Building. They weren't believed in widespread, but they still existed.
I didn't actually know anything about it until I was ten-years-old. I'm a demigod, my mother being Aphrodite. At that age I was told about all of this and was taken to a camp that protected demigods.