An important part of growing in any religion is the study of its mythology. It is through wrestling with the myths of a religion that one discovers many of its truths.
It is important at this point to clarify what I mean by mythology. Unfortunately, it has become popular to equate the word "myth" with "untrue story." However, this association is not entirely accurate from a religious or anthropological standpoint. The true measure of a myth - and its defining characteristic as a myth - is the underlying spiritual Truths contained within it. The historical veracity of a given myth is a secondary concern that should not overshadow the deeper Truth that is central to its existence.
To give you an example, let me take the myth of Odhinn at Mimir's Well. It is a simple tale with a powerful underlying lesson. In this myth, Odhinn goes to Mimir at his well and asks to drink from the well and gain all knowledge. Mimir tells Odhinn that he must first pluck out his eye as a sacrifice. Odhinn considers this, agrees, makes his sacrifice, drinks of the well, and becomes the All-Knowing Father. To a Heathen, this myth holds great importance. However, it does not matter if there is a physical well someplace that magically gives one all knowledge. Nor does it matter if there is an actually talking severed head named Mimir beside this well. The important matter is the spiritual pattern of achieving knowledge and wisdom that the myth prescribes. To drink of Knowledge, Mimir makes it clear that a sacrifice of perception must be made. In more plain terms, it is often necessary for one seeking greater knowledge to let go of previously held views, misconceptions, and prejudices.
Upon struggling with the myth of Mimir's Well myself, I decided to express this principle in my own life through a rite. In this rite, I created an eye on a piece of paper. On this eye, I wrote a number of preconceived ideas that I knew I needed to outgrow. In my rite, I burned the paper eye and scattered the ashes in a small pool in my local stream. In doing this, I called upon Mimir, offering my "eye" as a sacrifice. In return, I asked him to bless me with greater knowledge. I drank a small glass of water - presumably from his well - as a symbol of receiving his blessing.
It is through such personal interactions with the mythology of one's religion that an individual grows in his spiritual path.