Deadpool, I had read that Zeus had gotten a mortal pregnant, but it was prophesied that if that woman gave birth, the kid would topple Zeus. So he turned the woman into a fly and swallowed her, got a headache, told Hephaustus (sp?) to split his head open and out popped Athena.
There are multiple stories. The most common is that Zeus slept with a goddess of wisdom and out of fear of a prophecy that the child would be more powerful than him, he swallowed the mother. He got a headache and Hephestus chut his forehead open and out came a fully grown, armored Athene. But the other story is that Athena was one of Zeus' first thoughts during creation, thus being formed out of his mind.
Zeus was a player. He dated a lot of mortal women, right behind Hera's back.