I'd like to point at the title above and say, "That's it; that's the post." But I know I'm going to have to explain.
No one owns the gods: That means that no one can tell you how to interact with them, how to experience them, what to believe about them. Your spiritual experience is your own, filtered through your psyche as a part of your personal life.
HOWEVER
If you choose to join a spiritual tradition, you are agreeing to practice your spirituality according to their guidelines. This does not contradict the statement, "No one owns the gods." You are free to choose not to join any particular tradition, or any tradition at all, for that matter.
But if you choose to join a tradition, then you have to follow their rules. You don't get to join a Wiccan coven and then say, "Casting a circle and calling the quarters just isn't my thing, so I'm not going to do that. And I don't believe in a masculine-feminine duality for deity." Because then, you're not doing Wicca; you're doing something else. Yes, that something else is perfectly legitimate as your personal spiritual practice, but it is not at all legitimate as Wicca, which is a formal tradition with defined practices, pantheon, and beliefs.
It's the same with the inclusive Minoan spirituality that we practice in Ariadne's Tribe. Our pantheon is headed by a trio of mother goddesses, then filled out by their "children" who show up as gods, goddesses, horned animals, and more. We have a Sun Goddess and a Moon God not because that's what we felt like doing, but because that's where our research led us, clearly and unequivocally. Our ritual format centers around processionals and offerings, the way Bronze Age religion was commonly practiced. So if you say, "I believe in a Minoan Moon goddess and I cast circles when I do ritual," then that's absolutely fine for your personal spiritual practice. But it's not Modern Minoan Paganism, and you don't get to claim that it is.
A lot of people discover the Pagan community after "escaping" from Christianity, often from forms of Christianity that are hyper-authoritarian, overbearing, and judgmental. It's understandable that someone who has gone through that kind of experience would feel a bit reactionary toward any sort of rules in spiritual practice.
But that doesn't mean you get to flout those rules.
Here's where you have to do some personal work. If you aren't ready to deal with "rules and regulations" in your spiritual practice, that's all right. There's no required timeline for any of this. But you have to recognize (and admit to yourself) that's where you're at and choose not to join a group or tradition you're going to chafe against.
If you've already joined a group and you find yourself rebelling against the way they do things, it's probably time to quietly take a step back and evaluate whether it's the right group for you, or whether you're ready for a formal tradition at all. And if you find it's not the right group for you, it's your responsibility to leave politely and graciously (you are an adult, yes?).
There is no one-size-fits all in these situations. I don't believe in people being more or less "evolved" about spirituality. You are who you are and where you are in life, and that's OK.
But it's never OK to inflict your inner conflicts on other people.
Some folx end up doing their own thing and being very happy with that. Others eventually find a group, path, or tradition that fulfills their needs.
Years ago, I studied Judaism with the possible aim of converting (I ended up in a different ancient Mediterranean religion instead). When I was floundering, trying to figure out where my spiritual path ought to lead, a wise rabbi gave me some good advice. He said that when you find the path you're looking for, you don't convert to it. Instead, you realize that's what you've been all along.
Together we are joy!