Athena is in red because Diana is in blue. (Diana could just as easily have been in white and red, which has always felt to me like a better color scheme for her - her costume's mostly red, red goes better with gold, Clark kind of has the monopoly on blue already - but when Perez gave her a cape it was generally a blue one, so there's a certain tradition there as well.) If it were me, I'd have put her in purple, but she wasn't ruling Olympus yet so that might have been jumping the symbolic gun a bit.
Is it hard to write for a deity? ... that never stopped anyone who wrote Thor.
Well, Thor's power level as a god (or Clark's, at the time, as a mortal,) is equivalent to Diana's power level as a demigod. As a full Olympian, Diana was a lot more impressive than that. She could *manifest,* in at least three places simultaneously. She could not be lied to (and could not lie, which is actually a liability even for Diana - there's still a wide gulf between "doesn't" and "can't"). She could blink mortals into the upper atmosphere with her and let them enjoy the view in perfect safety. She could singlehandedly restore tears in the fabric of causality (she basically gives Donna life). You could pray to her and she would *get* that prayer (which is a kickass concept, but as a practical matter, as unworkable as Clark's annoying "hear a frog fart in Australia" superhearing). She could influence the very nature of reality over a distance and *see* reality from outside of continuity. Basically she was up there with the Spectre but without his limitations, and that ludicrous power level *does* stop people from writing the Spectre (especially from writing the Spectre well). Thor's only come close to that kind of insanity recently, with the Odinpower, and that has affected JMS' writing of him quite a bit.