Athena was the daughter of Zeus and Metis. But there was a problem, Zeus checked up on Metis and found out that if he had a son by her this son would be mightier than him (you know, the same way he was greater than his daddy and his daddy was greater than his grandpa). So he tricked Metis and ended up swallowing her when she turned into a fly and figured she was no longer a threat. However, Metis was pregnant with Athena and when Athena was born, this turned into quite a problem. Soon Zeus was plagued with killer headaches and he ran to Hephaestus (Smith God) and begged him to open his head. Hephaestus did as he was told, and out popped Athena, full grown and ready for battle!
Zeus giving birth to Athena, by Rudolph Tegner, 1873-1950