>Can you follow a God and be tattooed and such if you are not of
>their exact sphere, but if say it's related in a way that makes
>sense with your role and their belief system?

Most Imms will not tattoo or empower out of sphere characters. Other stuff may vary. I had a sphere Purity Villager given a bunch of con by Iunna, who is a Herald Imm (with a soft spot for Battle, granted.) Where the RP fits, things may happen, but don't expect a tattoo or empowerment off sphere.

>Also, do all Gods who cover sphere have shrines somewhere in Thera?

No, but if they don't have a shrine, there should be a clue in the help file about where an appropriate place to pray is. Also, you need not pray from a shrine. I've prayed plenty to the gods of Battle from the site of the old Village. Just don't pray from your guild (unless maybe sphere sloth) or another god's shrine.