Several figures behave in ways that look residual. Rhiannon appears on a white horse that cannot be overtaken at a walk and is later made to carry visitors on her back like a beast, which invites comparison with the Gaulish horse goddess Epona and the Irish sovereignty figures. Lleu Llaw Gyffes corresponds by name to the Irish Lugh and the Gaulish Lugus. Bran the Blessed is a giant who wades the Irish Sea and whose head is buried in London to protect Britain. Manawydan corresponds to the Irish sea figure Manannan mac Lir. Nodens, Nudd, Gwyn ap Nudd and Mabon all have counterparts in inscription or in Irish narrative.
The reasonable inference is that some of these characters descend from figures who were once gods in Brittonic religion. That is inference, not record. There is no Welsh text that says so, no Welsh mythological handbook comparable to Snorri's, and no continuous pagan tradition on the Welsh side to compare against. Nineteenth and early twentieth century scholarship built elaborate reconstructions of a lost Welsh pantheon out of these tales; most of that has been abandoned as unsupportable, and the more disciplined modern approach is to read the tales first as narrative art and only then as evidence for anything older.
The caveat matters because the Mabinogion is regularly presented as Celtic scripture or as a pagan survival, and it is neither. The tales were written down by Christians in a thoroughly Christian country, are shaped by contemporary European narrative fashion, contain no ritual, no theology and no cult, and treat magic as a device rather than a belief. Modern Druids and Celtic reconstructionists use them as a primary source, which is a legitimate contemporary religious choice; it is not the same as the texts having been sacred to the people who wrote them.