Athena is the goddess of wisdom, as well as a multitude of other things, but it is this wisdom that makes her the ideal character to truly play opposite Odysseus. While Penelope is stuck home, waiting for her husband's return (which might never happen, but she is faithful and continues to wait for him), it is Athena who guides and helps Odysseus throughout his long journey home to his wife and son.
Odysseus is known as a trickster, a clever man, even back in his days in "The Iliad," where, in addition to many other examples, he was the one who concocted the idea of using the Trojan Horse to get into the walls of Troy. As you'll see in the link below, some scholars feel that Homer had to use an immortal, and a very wise immortal at that, to be the "leading lady" of this story. Homer wanted to highlight the wisdom and cleverness of Odysseus, and so he chose the goddess of wisdom to help him through his journeys. He also wanted to illustrate the fact that Odysseus was a worthy person - the gods and goddesses didn't just help any old person on the street - they only interfered in the lives of mortals who were deserving of the help.
Check the link below for more information about Athena and the other characters of this story. Good luck!