In contrast to Cernunnos, there are tons of myths, plays and descriptions of Pan in the Greek records. See the Celts did not have much in the way of their own written alphabet and they had a theological opposition against writing about their faith. The Greeks were quite the opposite and were very pro-writing! Because the Romans were so fascinated with the Greeks, they copied down many of their myths and copied many of their sculptures. The Persians likewise copied many of the writings. So despite the Library of Alexandria being burnt down, we have many surviving writings about Pan.
The difficulty with a god with a long period of worship and writing about them is actually so opposite to their being no writing that they start to come together as the same problem. There is too much information to the point that much of it is conflicting and one may just feel like, ugh how do I decide what to believe?!! Some people decide the earliest material is correct. Others go for what makes the most sense to them. Others embrace the contradictions. Others have a conception of the gods that does not place primacy on the details of the stories about them, but instead upon the domains and forces they are the embodiment of. The Greeks and Romans themselves reflected on these questions and came to different answers.
My brother is a devotee of Pan. (He doesn’t blog). He has pictures of Pan and satyrs all over his room. He has devotional objects. He is quite the collector. He even has commissioned paintings of Satyrs for himself.
Pan is a god of the wilds, and traditionally He is worshiped in wild grottos and caves. Pan created the pan pipes out of reeds and is known for the music He makes with them. Pan is quite the seductor, and even seduced the lovely moon goddess Selene. He is famous for causing panic from His shouts that led to a victory for the Olympians in a mythic battle.
I have been reading a book about a fellow, R Ogilvie Crombie who worked closely with Pan in his efforts to connect to fairies land spirits. So Pan does still appear to people in wild places and natural areas.
I would suggest an altar to Pan in some outdoor area, somewhere at the edge of things, a cave or a grotto or a grove of trees. You could place goat horns there and offer fruits and wine. Pan is incredibly sexual and masturbation and other sexual acts can be offered to Him. Additionally because of His creation of the Pan Pipes, you could make or acquire a set and learn to play them in His honor. Spending time in your wild place and gazing into the shadows might perchance an opportunity to see or hear Him.