Worshiping a cult makes it possible to get unique upgrades that are only available to that cult's members. Once you reach level 15 and build a Raven Cage, you'll receive messages from the acolytes of the three contending sides: the Plague God, Harat, and the Nameless God. You will join your chosen cult by completing one of the quests, after which you will receive access to its unique tree of abilities.