Games : Which god should I pray to in Teir Evron

I'm in Teir Evron, and I now have the choice to pray to one of four gods:

I know a bit about the gods in general, but not that much. The priests of Hylea suggested to me that I pray to her before trying to slay the dragon that is causing them trouble. Does that have any particular benefit compared to praying to one of the other gods?

What are the consequences of this choice?