I get how he won’t know anything about Zeus, since they obviously won’t know about Greek gods in that world. But how did he come up with the name Athena? Or is that a common name in that world?
You remember correctly. Athena is the daughter of Zeus, born of no mother, and sprang fully clothed in armour from his head; her domains are warfare, handicraft and wisdom. The syncretic Roman counterpart is Minerva that add justice and law to her domains. There's also a larger symbolic connection to Artemis, Astarte and Ishtar and their cults in the different cultures had many similarities, although there's a clear divide between the Akkadian/Sumerian Godesses whos domains are also sex and fertility while Artemis, Athena and Hestia where perpetual virgins.
She's also the one to who turned Medusa into a Gorgon as some weird kind of punishment against Poseidon for raping Medusa.