The Gods
Pharaoh has a completely different system of religion to Caesar III, reflecting the differences between Roman and Egyptian religious practices.  There are 5 main gods, each of whom has a couple of sub-gods who can be worshipped at large temple complexes.  Here are the gods you get to deal with in Pharaoh:

Osiris is the God of the Nile.   Keep him happy and you'll see benefits in food production, and more regular floods.   His two sub-gods are Sobek, the God of Fertility (makes people eat less food), and Min, the God of Regeneration (who speeds the regrowth of raw materials, and ensures that fishing and hunting yields are increased).

Ra is the God of the Kingdom.   If he feels you pay him enough attention, you could find yourself getting more money for your exports, or even getting a boost in the kingdom rating.  His sub-gods are Ma'at, Goddess of Justice (who calms the city down, making crime less likely), and Horus, God of the Pharaohs (who improves city mood, meaning you can pay less wages and charge higher taxes).

The God of Craftsmen is Ptah.   Industry can benefit greatly if he is appeased, both via quicker production and being fully stocked with raw materials.  His 2 sub-gods are Amon, God of the Sun (makes quarries, wood cutters and brickworks function faster, thereby speeding up monument production), and Thoth, God of Wisdom (who improves the quality of education you provide).

Seth is the God of Destruction.   The equivalent of the Roman god Mars, he can protect your city if appeased, or destroy it if you ignore him.  His 2 sub-gods are Anubis, God of Death (who makes mortuaries use less linen), and Sekhmet, Goddess of War (gives priests the power to keep crime down and even arrest any criminals they find walking the streets).

Last but by no means least, we have Bast, Goddess of the Home.  She can make your citizens more satisfied, or provide them with bountiful supplies of food.  Building a temple complex to her allows your citizens to pray to Isis, Goddess of Healing (priests will cleanse houses of plague, and city health in general is improved), and Hathor, Goddess of Love, Joy and Healing (who improves City Sentiment, thus attracting immigrants).

For a more detailed explanation of the bonuses the gods can give you when they're appeased, or what forms their wrath will take if they're annoyed, click here.