Remember when Zeus was so afraid of his child overthrowing him that he swallowed his wife, Metis when she was pregnant? Yeah, he didn't know she was pregnant, and the child grew inside his stomach.
But Athena grew and grew, and she made her way up into his head, where she made a racket, and hit things inside, causing her father lots of pain. Zeus complained to Hephaestus of painful headaches, and Hephaestus cracked his fathers head open to investigate.
Athena came out of his forehead fully grown, dressed in armour and with weapons and a shield.