Thanks for commenting, glad you enjoyed it!
The idea is that you're travelling through ancient northern Africa and Europe, encountering members of the pantheons as you pass through their domains (Orunmila is from the Yoruba religion, Utu from babylonian religion, Gná from the Norse religion, and Vulcan from the Roman religion). The reason why we went with Norse mythology for the end point and the driving point of the game was that we wanted to travel through multiple different pantheons, and that would be a good point geographically to end, as well as being a good reason to need the sun (so that it would match the "sieze the day" theme). The choice of ancient greek religious imagery for the opening cards was to get some flavour from other ancient religions than the few we could get into the game with its limited scope (and also as an homage to Disney's Hercules).