Your main choice is whether to run God King. Doing so bumps you up the ranks of when you get your pantheon, but is far from enough on its own to get the first couple of pantheons. Secondarily, invest in an early Scout to improve your odds, but still with no guarantee.
As a game design choice, Civ 6 currently emphasizes the map when it comes to pantheons. Having a faith producing luxury or being the first to discover a religious city state flags the opportunity to get an early pantheon, while not having those things says you probably won't. That could be changed, however, by a goody hut faith bonus, i.e. improving your pantheon pick is one possible reward for building an early Scout.
In the absence of that randomness, player choice could potentially guarantee an early pantheon pick, but only if the AI is coded to allow the player that ability. Sort of like how the development team needed to change the AI coding in one of the patches so that some leaders don't prioritize getting an early religion, prior to which the human could never get a religion on Deity.