I have always wondered are:
Odin, Mercury, Hermes, Thoth
the same person?
If so, why they are celebrated by different cultures and praised by different myths? I am in love with these deities...
The key point here is Roman Syncretism. The romans believed the world was full of different gods, and they didn't presume to know about all of them, or to know everything about the ones they already recognized. Thus, when confronted with a new god, they would tend either to adopt it into their religion, or equate it with another they already knew.
This practice was one seen in both Greek and Roman culture, referred to as "Interpretatio Graeca" and "Interpretatio Romana", respectively.
So, the Romans say these deities are one and the same, but that doesn't mean you should too blithely take their word for it (outside the context of Roman religion).
Mercury is believed to have been largely incorporated directly from the Greek Hermes, that is, he was adopted pretty much entirely, rather than subsumed into another known deity. So there is more justification for calling them the same deity in this case, but I still wouldn't really consider that safe. The Romans would give him their own set of stories, characteristics and methods of worship.
Wotan was first equated with the Mercury by Tacitus an early reference to Interpretatio Romana, in which Germanic equivalents to Castor, Pollux, Hercules and Mars are also identified.
Of the gods, Mercury is the principal object of their adoration; whom, on certain days, they think it lawful to propitiate even with human victims. To Hercules and Mars they offer the animals usually allotted for sacrifice.
The Germany and the Agricola of Tacitus: The Oxford Translation, Revised With Notes
It is believed this is because both Wotan and Mercury (as well as Hermes) serve as psychopomps.
Thoth would have been through a similar process, though I haven't seen much on the details. I've also seen reference to Mercury being equated with Anubis (another psychopomp).
Some other gods the Romans probably identified as Mercury were: Lugh (Gaulish), Teutates (Celtic), and Turms (Etruscan).
Mercury and Hermes are basically the same. The Roman Mercury is simply the Greek Hermes.
Now Toth. Toth is a pure Egyptian God. In 300 BC Egypt was conquered by Alexander the Great and one of his generals, Ptolemy became the new Pharaoh forming the Ptolemy/Lagid dynasty (the last Pharaohs). At this time Greeks would collect Egyptian Gods, give them more or less Greek names (that the name we still use today Isis/Osiris/Anubis/Toth those are the Greek names). They would also identify the Egyptian Gods and put them together with Greek Gods. Note that Herodotus did basically that some 200 years before. Toth (Egyptian dhwty, Egyptian was a Semitic language and as such did not write the vowels, we are so pretty uncertain how Egyptian god's name was pronounced) has so been paralleled with Hermes.
Now, in Early Antiquity you have 3 great civilizations all centered around rivers:
There is no doubt those civilizations were in contact and they mixed more or then their beliefs.
Greeks are originally probably from a northern part of Europe. They so inherited that with obvious contact with Mesopotamia (Phoenician exactly).
Considering they later identify Toth with Hermes, in what extend Hermes could have originated in Toth...probably not the case. Herodotus mentioned numerous time he was believing Greek Gods was coming from Egyptian one (proving that a very smart guy in 500BC was seeing some similitudes), and he was certainly very wrong.
Odin is really coming from a WAY later tradition. On the same extent we have Roman writers mentioning Celtic/Norse believes but giving them Roman names (Jupiter/Odin, Herakles/Thor, etc.). Considering the attributes of Odin, he can be attached to Jupiter, Hades or Hermes.
You can find here and there strange similitudes showing some concordances. Thor is a thunder god with the magical hammer Mjolnir. The Indian Indra is a thunder god with a magical tunderbolt Vajra. The Greek Zeus is a thunder god with a thunderbolt. Their oldest known common ancestor is the Hurrian Teshub wielding the magical axe and the magical thunderbolt. All of them are confronted to snakish/dragonish monsters (Jormungandr, Vritra, Typhoeus, Ullikumi). But who was the first? And besides that, myths are still mostly different in their executions, way of writing and such.
That is why that is NOT an easy question. No doubt that Hermes is Mercury. For Toth and Odin... Far from that easy. You just have to remind that the antique world was different than ours. Reading was no so common, and even when you could, languages was totally different. Travel opportunities was far from that common. It is quite hard to judge Antique knowledge from the very partial things we know (Hell what we know of the 5th Dynasty of Egyptian Pharaohs...), with our common huge Linga Franca, the Internet and our vast world library.
Let's mention ONE last thing: Most little bit cultivated people will feel somehow uncomfortable trying to know who is the first. First, because it is a damn hard question. Second, there is a little "sulfuric" smell there. There is some people out there loving to draw quick and huge conclusions of dramatic importance on things they have no clue what they are talking about. And they can be sweet talkers. And soon you are confronted to race/superiority/monomyth/Atlantid/Extraterrestrials.
So great question, dense question. But very hard to give a clear definitive answer.