I started playing the DnD 5e starter campaign recently, and the character I've chosen is a Dwarf Cleric aligned with Marthammor Duin. I've decided to play him as a bit of a zealot, and so I don't feel like I know enough about this god of whom I am supposedly a devotee. Specifically, I don't know how I would feel about necromancy, about thievery, and about respecting other religions. I'm sure I won't get answers to every question I have about the religion, but literally all I know is that Marthammor Duin is the god of travelers and outcasts, which isn't enough. Where can I learn more about him and just gods in general?
The Forgotten Realms wiki article on Duin is reasonably extensive and sources several sourcebooks its information is drawn from. Probably the most extensive writeup is the 3 1/2 page one in Demihuman Deities (1998).
As for all the gods - start on the wiki, the Realms has spat out hundreds of pages of sourcebook on any topic imaginable. Just in my 2e collection there's Faiths and Avatars (large softback on the major deities), Powers and Pantheons (large softback on the minor deities), Demihuman Deities (large softback on the demihuman deities...). You'll want to pick your purchases based on which deities you're most interested in.
There's not much published for 5e yet, but if you're just looking for lore then books from any edition should do (with the caveat that they shake up all the major gods with each edition, there's always a god war or plague or whatnot). Many older FR books are available on dndclassics.com in PDF, and are common in physical and online used book/RPG stores.
There is no equivalent to the Faiths and Pantheons book for 5th edition yet, so you'll have to stick with the Player's Handbook, the Forgotten Realms Wiki, and Forgotten Realms books to get a better view of your chosen god.
It's sad, but making Forgotten Realms a more central setting coincided with the move to not publish nearly as many books -- understandably; 3.5 had dozens of books -- but Forgotten Realms itself is a lore-rich setting.