My most dear, most kind, most precious, wish-fulfilling one,
Thank you for your email. In order to free the numberless sentient beings from the oceans of samsaric sufferings and bring them to enlightenment as quickly as possible, there are four levels of tantra: Kriya (Action), Charya (Performance), Yoga and Maha-anuttara Yoga Tantra (Highest Yoga Tantra). We need to achieve enlightenment as quickly as possible, in order to free the numberless sentient beings from the oceans of samsaric sufferings as quickly as possible, therefore we need to practice Highest Yoga Tantra.
According to my observation, your main deity is Heruka, Vajrayogini or Secret Hayagriva. Whichever of these three deities that you feel closest to and have the strongest feeling for, that is your main deity. After you have received the initiation, that is the deity to become oneness with every day. You have a connection with all these deities, so you can take the initiation of any of them and do their retreat, but whichever deity you have the strongest feeling for, that is your main deity; that is the one to mainly emphasize.
By learning and practicing and achieving the Mahayana sutra path, we can achieve enlightenment, but it takes three countless great eons to complete the merit of wisdom and the merit of virtue. Then the sentient beings have to suffer so much, for so long, therefore this is why Buddha revealed the tantric teachings.
Practicing the lower tantra teachings we can achieve enlightenment in one lifetime, because even lower tantra has a more skillful path than the Mahayana sutra path, but even then, sentient beings have to suffer for a long time because we have to achieve a long life, like living for one thousand years. That's why, with unbearable compassion for sentient beings, so that sentient beings don't have to suffer for a long time, Buddha revealed the Maha-anuttara Yoga Tantra teachings.
Maha-anuttara Yoga Tantra is the highest level of tantra. It is the most skilled in method as well as in wisdom. The wisdom clear light mind has gross and subtle and extremely subtle [levels], so through that, by realizing emptiness, that ceases the obscurations the fastest and we are able to achieve enlightenment in a brief lifetime of degenerate times, in a certain number of years. This is why we need to practice Highest Yoga Tantra, why it is so important.
Yes, as you thought, you do need to take a great initiation of that deity, whichever of these three deities that you choose. Generally if you want, you can take the initiation of any of these three deities, but especially the one you feel the strongest connection to or feel closest to, oneness with, you can practice that every day to quickly to achieve enlightenment.
Achieving the tantric path is based on actualizing the lamrim, renunciation, bodhicitta and right view. That depends on perfectly following the virtuous friend, so having realizations of that, seeing the guru as a buddha, as numberless past, present and future buddhas, and seeing that every single action of the guru is a buddha's action. We have to realize that and by training the mind in that, on the basis of that stable realization, then we can achieve realizations of tantra and attain the state of omniscience.
Later, if you wish, there is lifetime practice. You can ask about that when you are ready.
With much love and prayers ...