...God of Undead
Yes, a deity is a traditional resource of magical powers (at least in RPGs...) And at least a few Undead will worship something, for many remember doing this from their lives.
But before we allow a deity to enter Undead World, we better ask a few questions:
If someone claims to hear voices in their head, or feel an unearthly guidance, madness is often the first suspect. Even strange events, or downright miracles may not be enough to make everyone believe. As for Undead World, mistrust is strong, but any miracle would surely attract followers. (Reminder: The False Priest plot option.)
So if there is nobody, it's just your mind that plays with you, you are getting mad, or you lie. Any additional miraculous happenstances are mere chances, faked, or perhaps really effects of magic, just not from the expected source. Or the effects are limited to a place, where even your mind is not reliable anymore.
2.Is it God on the phone?
OK, there is someone out there. And that someone not only listens, but answers, too! The question only is... WHAT is it?
a) A planet, and the very space can give birth to creatures that are hard to imagine, or even impossible to imagine. And some may be mistaken, or indeeed wish to be seen as Gods. Many reasons and plots/campaigns possible.
b) As mentioned elsewhere, the act of worshipping alone may create a deity.
c) The planet was inhabited before (or another planet in the same system), but they destroyed themselves a long time ago. Structures and/or strange artifacts may or may not stay behind. Or the deity was the destroyer.
c2) "And so was the Enemy cast out into the emptiness, never to return until the world ends." Does that remind you of something? (Morgoth/Melkor from LOTR) A deity that was forced to leave, lost its homeworld and/or all worshippers, might desperately seek some.
d) A deity active in the same solar system, discovers them and is glad to have new worshippers.
e) A deity from the former world of those undead, becomes linked to Undead World through their worship.
f) A deity from the former world of those undead, has actually caused this situation. Inspired the spell, and now reaps the benefits of the situation. Depends, whether it only wants to get those filthy undead as far away as possible, or has some other motives...
3.Thank you, oh Mighty One, could we now ask this leeetle favour?
Well, what is the benefit of having a deity? To be morally superior to unbelievers is fine, but what about something immediatelly useful? Some special abilities may do good, and power to cast spells might change Undead World deeply.
a) The being cannot grant, or is not willing to grant, any powers. It may have various powers of its own, and use them (or not) on behalf of its worshippers. The choices of 2.a) and 2.c) work fine here.
b) The being grants minor special abilities to selected few, creating priests. Even a simple Cure Light Wounds (for Undead) may do wonders.
c) Classical RPG (D&D-ish) priestly magic available, and any devout worshipper may ask for a godly favour, and may be granted it. Don't like this option, makes Undead World simply another place to cast 9th level spells.