Athena is originally a character from Borderlands' General Knoxx DLC. She was the ex-Crimson Lance assassin you probably remember from a few story missions. The Gearbox player leading the 20-or-so-minute demo chose to play as Athena, so she's the one we know most about so far.P
Her action skill is called "Kinetic Aspis," which basically translates to a shield that can absorb damage and then can be thrown at enemies with the full force of the damage it absorbed. There are a few choice skill tree attributes that really amp the shield up in different ways—extra damage, healing and tanking attributes, and one skill that let's the shield strike several enemies before it returns to you.P