Here’s a controversial opinion: I don’t think history is very important to my pagan practice.
It isn’t that I don’t think that historical research is important. If you’re going to make historical claims, it’s vital, and I use the treatment of history in works about paganism as a marker of their carefulness and reliability: wild, unsourced claims about history are going to make me wary of your work, just like absent or erroneous references to other works. I’m not a reconstructionist but I enjoy and appreciate the rigorous work which has been done on the Celtic Reconstructionist FAQ and other similar sources.
History is important. But it isn’t all-important. I use historical sources, but I am not governed by them. In the end, history – as a guide to practice, belief, morality, and other aspects of pagan religion – is trumped by experience, common sense, and my other prior commitments.
The biggest thing this affects, I think, is the consumable items I use in ritual. Meat, milk, and alcohol are all traditional – but I am committed to non-violence, to lowering my carbon footprint, and to retaining a clear mind (as far as possible!), so I refrain from all of these. That doesn’t mean I can’t use food in ritual, just that my cakes and ale are probably oatcakes and apple juice.
It also shapes, though, my approach to syncretism and other philosophical questions. Syncretism itself, of course, is fairly well historical grounded if you are drawing on Roman sources or sources influenced by the Roman empire (see, for example, Sulis Minerva), but the reasoning behind many such ‘double deities’ is lost; and we often do not know whether two names attested in two places are two deities with similar or related names, or one deity with a variant name (are Brigid and Brigantia one goddess or two?). So when the historical sources run out, or are unclear, or there simply are no extant sources on the question I am considering, I ask other questions: does it make sense? does it conform to my experience? and is it philosophically and ethically acceptable to me?