"Zeus" was the name taken by the clone of an Asgard captain who had fought off ten Goa'uld Ha'taks above the planet Stennos before his warship crash landed near the Mersus ruins. His body was too badly damaged to go on, but he managed to transfer some of his essence into the clone body he had with him; his skills and personality were transferred but his very memories were not due to damage sustained by the machine though, unknown to even the clone himself, the memories remained within the computer and simply decayed slowly over time.
The clone, finding himself without memories but with the skills to operate much of the advanced technology in the warship, took an Asgard hand weapon as well as some concealment technology which made him appear to be an imposing human figure (originally appearing to be a tall, nordic male in Viking-like clothing) and left the ship to seek aid. He was met by many of the Chosen of Zeus, people from Derios, who attacked him on sight. Though he attempted to leave as many of the "Chosen" alive as he could, simply leaving them unconscious, there were some who he was forced to kill and only their smoking remains were left behind.
This imposing man who managed to defeat so many of them left the Chosen stunned and they soon reached the only conclusion their minds could come to; their god, Zeus had returned to them. While this was not true, as the original Zeus had been a Goa'uld, it felt right to the Asgard with no memories; he felt his people has ruled at least once before, and so he took up the mantle then returned with the people to Vanosios where he accepted his "rightful" role as the head of the church.
The Chosen have ruled in Zeus' name ever since, and even developed a quasi-enlightened empire which stretched across their entire continent. "Zeus", in the time since then, gained an air of arrogance to himself, using the royal "we" to refer to himself and walking with a rocking gait while using expansive gestures when he spoke. He even changed his appearance over time, no longer wishing to appear as a nordic Viking and instead choosing to darken his hair to a black color and making his skin more bronze. He also changed his clothing to that of a short tunic with golden sandals which laced all the way up to his knees; he appeared more and more like Zeus as time went on.
"Zeus" also developed a strong and imposing personality with which to keep his people in awe of him, becoming used to having all his citizens obey him without question; indeed, most men and women had a hard time denying him anything he wished. Despite this, he became a largely benevolent god unlike the Goa'uld before him and was quite friendly, sometimes even affable, which caused his subjects to adore him.
Even so, he regularly had a feeling that things weren't quite right; he felt he should be doing more and that there was another life beckoning him from his own conscious mind, and so perhaps he had not lost all of his memories when the mind transfer had malfunctioned. It was during these times that he became cranky and even irritable; he sometimes lashed out in ways he would later regret and attempt to make amends for. Perhaps if he ever regained his memories then he would once more join the Asgard and leave his people, but in the meantime he simply wandered close to the Stargate on the planet; indeed, it became a sacred area which the natives would never farm nor hunt in. Even the mountains around this area became an area which none dared to climb as the peaks were thought to only be approachable by Zeus himself. (RPG: "First Steps: The Stargate Unexplored Worlds Roleplaying Sourcebook")