Athena was the daughter of Zeus and Metis, Goddess of Wisdom. Gaea, the Earth Mother, and Ouranos had once foretold that after Metis bore a daughter, she would bear another son who would overthrow Zeus.
Zeus, who had risen to power by slaying his own father, feared the prophecy would come true. So he swallowed his wife Metis whole.
The Olympian Gods' favorite way of eliminating hidden dangers was to eat them. It was somewhat like Strangle, though that was another matter.
In short, after eating his wife, Zeus fell ill. Whenever it struck, his head hurt so badly it felt ready to split apart. Even Apollo, who excelled at treating sheep, could do nothing for him.
Zeus had no choice but to ask Hephaestus, God of War, to try performing cranial surgery on him. The technical expert did as instructed, and a beautiful goddess with a graceful figure, clad in armor and bearing weapons, leaped from Zeus's split-open skull. She was radiant and poised.
That was Athena's origin. Because of it, Zeus was both her father and her mother. She called Apollo her elder brother, and they usually got along very well.
Athena was greatly favored by Zeus, who gave her a whole pile of titles and divine offices: Goddess of War, Goddess of Victory, Goddess of Wisdom, God of Poetry, and so on.
Apollo held the divine office of God of Musical Scores, so the two gods often worked together—one composing music, the other writing lyrics.
Of course, that was mythology from Su Ming's previous life. In the Marvel Multiverse, the stories always differed somewhat.
Take Athena on neighboring Earth-0. When Apollo had his head torn off by First Born and used as a Flashlight, she had long since fled without a trace. Only Diana had foolishly remained