Jehora Jeheyu, the mad god of chaos, is an unsolvable enigma. He grants power and punishment in equal measures, depending on how amused or bored he is at the time.
Jehora is unlocked from a subdungeon with 25 unique imps in it. Once the altar is touched, a maze is generated that hinders the passage back, so bring ENDISWAL with you.
Jehora is actually much less threatening than he appears. If you are playing even slightly conservatively, you can stand his punishment with no major issues.
Jehora's strategy is rather simple: Survive his random punishments for long enough to get Petition, then climb to Avatar of Chaos. If you get him early enough, you're likely to still have enough piety to change deities for the endgame or use one of the other boons.