Your question deserves consideration. Were there gods who walked among humans? Did they leave a record not steeped in mythology? The answer to these are found in the most ancient of all records, the Bible.
The gods who walked among men are spoken of in a very abbreviated manner at Genesis 6:1-4. The various translations of the ancient Hebrew texts all agree. Here, in 21st century English, is the account.
" Now when men started to grow in number on the surface of the ground and daughters were born to them, 2 the sons of the true God*+ began to notice that the daughters of men were beautiful. So they began taking as wives all whom they chose.... 4The Neph′i·lim* were on the earth in those days and afterward. During that time the sons of the true God continued to have relations with the daughters of men, and these bore sons to them. They were the mighty ones of old times, the men of fame. "
Thus the gods people had in mind were the angels that forsook their position in heaven to experiment with sex. The offspring of theses unions, nephilim, are referred to in mythology as demi-gods. Names of these from Greek myths include Hercules.
Much has been written about the brief account in the Bible. Many discount it as myth. Many expand on the account building with their own imagination all kinds of stories.
What is the most likely source of all the mythology of the Greeks (Put into story form about the time of King Solomon), the Persians, the Egyptians, the Indians and more?
After the cataclysm resulting in the destruction of all but a remnant of humanity which the Bible account of the Deluge of Noah's day describes from Noah's point of view, curious children were obviously born. Can you but imagine young ones asking, "What was it like before the flood?"
Thus bedtime stories began. Mothers and grandmothers and great grandmothers regaled little ones with tales. Over time embellishments occurred because of human nature and the fact that eyewitnesses no longer existed to correct bizarre ideas. Thus the mythology, started from truth, but blown out of proportion over time took root. Many centuries later, these stories were written down for posterity. And people believed the stories or parts of them because they knew the cataclysm occurred.
In the US today consider the mythology of the cowboy era preserved in unnumbered Hollywood pictures. Today, only a little more than a century has passed since the era of the early American west. How much of what people are 'certain' they know is actually true? How much is based on dime novels written by easterners who were never there? You know the answer. Human nature has not changed since Noah's day.
If you want to do more research look at this online reference library. Only articles from 2000CE and later are accessible here. If you need to dig deeper contact Jehovah's Witnesses and ask. Or email me.
http://wol.jw.org/en/wol/d/r1/lp-e/1200270356