This is blurring the lines between history and philosophy a little. I shall try to answer the historical aspects of the question; if the philosophy interests you, perhaps head over to /r/askphilosophy where, in all likelihood, I shall answer the philosophical aspects of your question. :P

Now. We don't have very much on the Pythagoreans, not just because of the loss of ancient sources (for a variety of reasons which I know very little about), but because they were extremely secretive. What we do know is this.

Pythagoras lived around 570-500 BCE. He set up a community that was in part religious, philosophical, and political. So the Cult of Pythagoras was a group of thinkers in Southern Italy. After Pythagoras' death, they divided into two main groups, the mathematikoi and the akousmatikoi. Basically, the akousmatikoi focused on the religious aspects of Pythagoras' teaching, and the mathematikoi focused on the philosophy.

There were many areas of study, from music to maths to the way the soul works and so on. However, I guess the easiest way to answer who they worshipped is this. They venerated Pythagoras, but I'm not sure if honey worshipped him. Their central tenet seems to be that the universe was composed of numbers.

I'm sorry if this isn't very helpful, but I hope I have shed a little light :)