A much detailed bio ['cause mined sucked.]
Source: Fighters Generation
My additions in the square brackets:
She became a student of Chin together with Sie. Using their powers, they have joined every tournament with few results. She is secretly in love with Kyo Kusanagi. [She doesn't make a move on Kyo 'cause she wouldn't want to anger Yuki (Kyo's present girlfriend, and a good friend of Athena's.)] She's also a famous pop idol in Japan. Her first appearance was [technically] in 1986, where she starred in her own game, rightfully called "Athena." [Princess Athena (as she's called in the game) appears in one of Athena's (the singer/fighter)SDMs in KoF 2000(?)] In 1987, she [as in the Athena that appears in KoF] appeared in a game called Psycho Soldier, along with Kensou (who is in love with her). [That's true, but he always ends up screwing up to get her affections.]
A much better pic of her.