Speaking of, yes you can research Fishing before founding a pantheon if you want to see if God of Sea is worthwhile. But researching Fishing is a huge cost! Its way out of the way and its the only base resource reveal on tier 2 techs. It doesnt unlock any buildings/wonders or techs!
Then you still have to spend production to get +1 hammer +1 faith. +3 food in the coastal city is actually sometimes sad because all you have are food tiles to work, so you can't convert the +3 food into something else.
The pantheon doesn't suck, but I think +1 hammer +2 faith would put it in a good spot.
You don't necessarily need to rush fishing to see if you have fish nearby (although God of the Sea is fairly useless before you have access to fishingboats) just seeing that you have crabs or whales as a monopoly-resource makes it a decent choice. Also again you can usually tell if you have fish nearby by how the terrain looks and by absence of other resources.