In all honesty, it's a bit presumptous to think you can just approach a deity at any time, unless you're familiar with them, but Never when you're new to the land. In most cases, deities require that you spend some time in the land in order to gauge your character and worth. If you really want to be in a particular Order, do you homework, study their realm, and try to become noticed by what you do in the realm. A lot of times if you search out and find another Order member or the High Priest, and inform them you are interested in their realm and Patron, then they will take you in and educate you in what will be required to join, and what is expected of each member.
Don't get discouraged. Everyone plays a game to have fun, but some games brush close enough to reality that they upset people from time to time. However, bad times are as vital to any RP game as much as good times. You can't have one without the other. Just watch the assumptions and try to work out a character role.