While Zeus was married to his first wife Metis, Metis soon became pregnant.
According to a prophecy at that time, Metis would bear a son who would pose a severe threat to Zeus, so right after Metis revealed her pregnancy, Zeus fearfully swallowed her in order to protect his kingdom.
Nine months passed by and then suddenly Zeus started feeling a strong pain in his head and asked the Gods' smith Hephaestus to comfort him. Hephaestus obeyed and opened Zeus' head with an axe without hurting him though, and out of Zeus' head sprang goddess Athena! She was fully-armed and was holding a shield in her hands.
From the first moment goddess Athena came into the world, she won the heart and mind of Zeus and became his favorite child for ever.