This page of the Immortals Fenyx Rising guide includes a walkthrough of The Good, the Bad and the Tiny main quest. This is the first quest related to the unlocking of the new region of Athens.
Start the quest from climbing to the highest point of the region; in this case, it is a statue of the goddess of wisdom.
To do this, go to the marker on the map and start tracking the quest. Then you need to start climbing to the very top. It is worth stocking up on stamina potions.
While at the top, scout the region. Once you've done it, you will unlock a new region, the Grove of Cleos.
Then head to the new marker to explore the Archives. Head towards the Hydra statue. If necessary, help yourself with stamina potions or use your mount.
Once you're there, you will meet little Athena, who will give you a task consisting in killing Hydra, the legendary beast.
Once again, go to the new marker, this time your goal being the Vault, which will lead you to Hydra. Before starting the fight, it is recommended to stock up on all kinds of potions that will help you in your battle. A description of the boss fight can be found on a separate page of the guide.
After defeating Hydra, leave the Vault and go to Athena. Using fast travel is the quickest option. Once you do it, a cutscene will play. The quest will be completed.