If the gods and goddesses were immortal how come their not alive now?

Gods are alive and immortal as long as people believe in them.

Nobody has seen them - they exist in your faith.

When Christianity took over Europe, the ancient gods (Norse, Gaelic, Greek, Roman) ceased to exist in people's minds. What remains are the stories - the Myths.

You are allowed to believe in what you like: Avatars, Cinderella, Spiderman, Zeus...