Earlier I was engaged in a religious discussion with an atheist on the YouTube comments section. He was asserting that God is no different than Thor, Zeus, or any other mythological god. Then he asked me to prove otherwise. I tried explaining to him that my personal experiences with the Holy Spirit testify to the existence of God, but he wasn’t buying it. I wished I had better arguments than the personal experience testimony. What else could I have said to convince him that our heavenly father exists? Let me know.
Apart from the fact that I don't think the adherents of Greek religion believed in the Pantheon as literal deities in the same way we believe in the God of our faith to be a literal deity, my sense of Zeus, for example, is that if he was a real god... well, this world as we know it isn't exactly the type of world he would have created. That's purely an opinion on my part but I stand by it. This real world has an orderliness to it that I don't think the figures of the Pantheon would have necessarily aimed for.
Committed atheists may or may not be reachable. Those who are reachable will probably have different requirements before they could even consider becoming agnostics, much less theists, much less Christians. That said, I find that philosophical argumentation can be helpful. As you have discovered, one's personal experience has no truck with most of the more vocal atheists.
Another challenge is that discussions based upon historical data are also a challenge because they are rife with the possibility for disagreement over technical issues (authorship, historicity, reliability, etc).
Thus, I have found that engaging atheists with philosophical issues regarding the faith might be more productive. In the case of the Greek Pantheon, you could ask your counterpart in the discussion to identify the key identifying elements of Zeus, Thor and any other figure of Greek myth he is interested in. Then you could compare and contrast those characteristics over and against God's own identity.
To be forewarned is to be forearmed: Your counterpart in the discussion probably has a point. There probably
will be legitimate areas where God's characteristics are likely to overlap with the Pantheon. But, far from being an interpretive challenge for you, I would argue that any similarity God has to the Pantheon which your atheist counterpart might mention is likely to be (A) slight and (B) evidence that mankind has certain key expectations of what god (in a vague, general sense) is supposed to be like. Ancient Greek pagans and modern Christians both come to the table with a specific set of assumptions concerning higher powers, some of which overlap with each other and all of which suggest that man is primed to believe in higher powers on a natural basis.
It is therefore logical to assume that a belief in some type of higher power is a natural condition of the human race and, further, that this higher power (however one wishes to identify it) has a range of behaviors and characteristics which even people who otherwise disagree vehemently with each other still acknowledge to be part of both of their respective belief systems.