Athena is the daughter of Zeus. She is a fierce and brave warrior, but only fights when her city is in peril from outside enemies. She is the goddess of the city of Athens and is the embodiment of wisdom, reason, and purity.
Athena is Kratos' patron Goddess, with the God of War manual telling us that she has been so for ten years. As such, it is her who makes Kratos a God, and ultimately her who would take away his powers. At the end of God of War II, she sacrifices herself in order to save Zeus. It is unknown what role, if any, she will play in God of War III.
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