Is it even possible? I've been trough one playtrough with the Dragonborn and RPed all the time. With my 2nd playtrough (still busy with it) I'm playing as a small time thief and hunter. But now, I want to be something big, like a God or a Daedra.

Any tips/recommendations? Should I come up with my own God or try to recreate one? I know this sounds weird but it will be worth a try I guess.

Use Smithing and Enchanting if you want to RP an immortal God who walks around one shot killing everything.

tgm - toggle god mode

If you play on PC, there could be some good mods for that.

Make Sheogorath and fight with nothing but your Wabbajack.

I'm on console, so no commands. Forgot about that.

I know how to make myself Immortal on the 360, but I'm having problems with choosing a God.

Do some of the Daedric Quests, then you can find out how a god in TES acts.

Most of them are not nice.