Why Hindus worship so many gods and goddesses is a real mystery for most people. In the West, where the mass majority of people are part of the Abrahamic faith tradition with one God, the concept of polytheism is nothing more than fantasy or mythology worthy of comic book material. The interesting thing is that one culture can see this as fiction while most Hindus, without a second thought, can walk into a temple with multiple deities, bow down and offer prayer and worship with devotion treating that deity as much like a person as you and me.
The Bhakti tradition offers an explanation for this complicated theology of millions of gods. I find this explanation quite satisfying. For a country, state, or city to run properly, the government creates various departments and employs individuals within those departments -- teachers, postal workers, police and military personnel, construction works, doctors, politicians, and so many more. Each of these departments employs hundreds or thousands of individuals carrying out their respective duties and each sector has an individual or multiple individuals that oversees the activities of that one unit. Each head of an area is endowed with certain privileges and powers which facilitates them in their tasks. It's safe to say that the number of individuals working for the United States government goes into the millions. This is just to keep one country working. Multiply that by all the countries on the planet, which is around 200, and all the people working for these governments, the total would easily come out to tens of millions of people employed by the various governments of the world to run one planet.
The way it's explained is that in order to keep the universe running, Krishna, the supreme being, has put into place individuals that oversee different parts of the material universe. These individuals are powerful beings that have been appointed by Krishna and have been bestowed with the necessary powers and abilities to manage and govern their area of creation. They can be referred to as demigods. For example, there is someone responsible for the sun and his name is Surya. The goddess Saraswati is the overseer of knowledge. The creator of the material universe is known as Brahma. The destruction of the universe is overseen by Shiva and Vishnu serves as the maintainer. There are individuals overseeing the oceans, the wind, and practically every facet of creations. When seen from this perspective, 33 million is not that big a number.
We take it completely for granted that the sun is always perfectly fixed in its position. If it were to move even slightly closer to the earth we would burn to a crisp and if it were to distance itself from us, we would become popsicles. We also take it for granted that all day and all night, there is oxygen in the atmosphere for us to breathe. It's not by chance that all this is existing. It has been placed here and someone has been put in charge of each aspect of it. For example, we plug our electronic gadgetry into power outlets. That's not magic and it's not by chance. It was constructed into the building to facilitate our needs. If for some reason, there's a massive power outage, then the person in charge would have to take responsibility for its maintenance.
The material universe functions like a big governmental structure with heads of departments managing their respective affairs. These heads or "demigods" have also been endowed with abilities to grace humanity with certain boons and that's why so many people pray to the different gods to have their material wishes fulfilled. Granting boons to whatever degree deemed appropriate is up to the individual god.
According to the scriptures, the gods live in different realms with life spans that are much longer than ours. For example, when six months pass here on earth, only one day has gone by in the upper realms. Another six months equals one night. When a full day goes by for them, a full year has passed here on earth. According to human calculation, their lives span to a few billion years. This may sound quite fantastic to one who is hearing it for the first time, however, it's not much different than what Einstein said about the relativity of time. Einstein's hypothetical experiment known as the "twin paradox" suggests that if one of a pair of twins travels to outer space at the speed of light, while the other remains on earth, when the space traveling twin returns, he will be younger than his counterpart on earth.
There is also a story from the Puranas which parallels Einstein's hypothetical experiment. A yogi, by the power of his trained mind, exited the earthly realm for the higher planetary realms, was informed by the inhabitants of these higher realms that millions of years had instantly passed on Earth in the mere moments since he had entered the higher realms. They also told him that all of his relatives and everyone he had ever known was deceased. The understanding that time is relative is nothing new for the Hindu tradition. It was quite common knowledge for most Hindus.
Even though the gods live for billions of human years, for them one of their years feels like a year would feel for us here on earth. After their allotted span of time, most of them will also die and then different living beings are placed into those positions to continue overseeing their duties. This is similar to most governmental posts. Each person in that post can serve in that capacity for a certain duration and then is replaced. It's not an eternal post. I'm trying to keep it somewhat simple, as it's a bit more complicated than that. There are realms that go beyond the heavenly sphere. The highest realm within the material cosmos is Satyaloka, where Brahma resides. His entire life span, if calculated in terms of human years, is 311 trillion years. Within the material sphere, he overseas everything, including all godly beings. They all work under his jurisdiction. After his allotted time of 311 trillion years which feel to him like a 100 years would to us, he also has to die. The conclusion is that nothing in the material world is permanent. From his perspective of time, our existence is similar to that of bacteria or some kind of microorganism. There are some organisms that only live for a few minutes or a few hours, but for that organism, it lived a full and complete life. From our human perspective, it was just a blink of an eye.