Where is Athena on mythology island?

You first see Athena at the Tree of Immortality after you get the quest from Zeus. She was disguised as the old woman you spoke to.

She will appear when you enter certain challenges, and the glowing olives in some of the trees will bring her out to give you hints (click on the olive branches).

When you have all of the 5 sacred items, return to the Tree of Immortality and she will show you the message on them. She also gives you the Island Medallion when you defeat Zeus in battle.