Putting it simply I mean divine beings from myths and legends that created and destroy worlds. Gods that reside in heavenly realms and managed the mortal world and its inhabitants. So far none of those were clearly mention in the novel as the people of the New World unknown to them they revered and worshipped their so called Gods which in fact "players" from the game YGGDRASIL. Every once in a hundred years players from the game transported to the New World and the things those players did made the native inhabitants solely believe they are deities ascended from the heavens. Some are good that protect and ensure prosperity, others are evil that destroy many civilizations and almost extinguished other races to extinction and some just blend in with the populous as Heroes or Sages.
With all those things the players did in the past the people perspective and view of gods completely change to the concept to the players but remain their belief of their heavenly existence.
So no gods after all huh? If there is they could have interfered and prevented the players of changing the destiny the world heading into but neither of those things happen. The players freely walk and change the very essence of that world. If there are no gods, then Ainz would surely remade that world into his ideals again changing the inhabitants viewpoint of such being. With his power, NPC's intelligent and strength and his World-Class Items he'll forever change that world as proposed by Demiurge a change that will lasted 100,000 years or beyond that.