The Big Three children

Thalia is the daughter of Zeus and Ms. Grace, a beautiful actress in her prime, but who had spiraled into alcoholism in later years. After Thalia's birth, Zeus left the Grace household (as is custom for gods) and Ms. Grace became unstable. When Thalia was about seven, Zeus returned in his Roman aspect, Jupiter. Thalia noted that Zeus in his Roman form was more fatherly and sterner towards her and spoke Latin very often. Within the year, Jason Grace, a Roman demigod, was born. Zeus felt obliged to keep appearing at Ms. Grace's house to please her, but departed a second time because she persisted him incessantly to grant her eternal beauty or a visit to Olympus. When Thalia was nine and Jason was two, their mother took them for a picnic, but when Thalia went to the car for the picnic basket, Hera/Juno took Jason away to Lupa, a she-wolf at Camp Jupiter. Thalia was heartbroken by her brother's "death" and called his disappearance "the last straw" with her mother and ran away from home, never to return, being this the reason why she only uses her mother's last name (Grace) only when it's extremely necessary.
After running away, Thalia came across another demigod, Luke Castellan, a son of Hermes. They became friends and joined forces to fight the monsters that attacked them. It is hinted that they had romantic feelings for each other. When Thalia was twelve, she and 14-year-old Luke found/ran into Annabeth Chase, a plucky blonde-haired seven year old. Luke admired her courage, and gave her his knife, and promised that he wouldn't fail her like her family had. The three of them stayed in different safe houses for protection and shelter, but when their nearest one was destroyed, and Thalia had an injured leg.Luke was forced to return to his home for supplies. The three of them met May Castellan, Luke's mother, and Hermes, Luke's father. As May bandages Thalia's injured leg, Luke and Hermes got into an argument, causing Luke to storm out of the house with Annabeth and Thalia following not too far behind.

Soon they were found by a satyr named Grover Underwood who tried to get them to Camp Half-Blood. Together, the quartet traveled to Camp Half-Blood but were chased by monsters from the Underworld because Hades discovered Thalia's existence and was angered that Zeus had broken his oath not to sire anymore children. They would have escaped, except for the fact that a Cyclops in Brooklyn stopped them so that monsters could catch up. The Cyclops held Thalia, Luke, and Grover in the air to direct the monsters in their direction, but Annabeth saved them by stabbing the Cyclops in the foot.

They also met the Hunters of Artemis, and Zoë Nightshade almost convinced Thalia to join the Hunt, but Thalia refused to leave Luke. She and Zoë argued and Zoë told her that Luke would disappoint her. Once they reached camp, a hoard of monsters attacked (all three Furies and an army of hellhounds), and sacrificing her life on Half-Blood Hill to protect Annabeth, Luke, and Grover. Zeus took pity on his daughter and to prevent her soul from going to Hades, Zeus turned Thalia into a pine tree.

Thalia hated to be called "Thalia Grace" saying, "That's my mother's surname. I don't use it," when it was brought up. Her mother died in a car accident two years before Thalia's resurrection. Thalia might have been named after the ancient Greek muse Thalia of comedy and idyllic poetry or she could have been named after Thalia one of the Three Graces handmaidens of Aphrodite.

Thalia is now a hunter after Artemis had asked her to be one.

Jason was born on July 1st. He is the son of Jupiter, the Roman aspect of Zeus, and a mortal actress with the last name of Grace. He was born seven years after Zeus fathered Thalia in his Greek aspect. Because his father had consecutively sired two children with his mother, Juno, the Roman form of Hera, was made Jason's guardian to placate the indignant goddess and Jupiter went even as far as to name his newborn son after his wife's favorite hero.

When Jason was two years old, Juno commanded his mother to bring him to the Wolf House. It was there that he was separated from his mother and sister to be initiated by Lupa in the ways of Rome. After training for some time under the wolf goddess, he journeyed to Camp Jupiter where he was raised in the lifestyle of the Roman Legion. Eventually, Jason was inducted into the Fifth Cohort and would bring a restored sense of honor to the disgraced contingent. This would culminate when he was made praetor, the co-commander of the entire legion.

Perseus "Percy" Jackson was born on August 18. He was raised by his single mother, Sally Jackson who's parents tragically died in a plane crash. When Percy was a baby, his father, Poseidon, left to protect him and his mother from monsters. However, Poseidon visited him when he was in his cradle, which Percy described as a "golden glow" and his father's warm smile and a hand on his head. When he was a toddler, his mother married Gabe Ugliano, whom Percy despised. Strange things often happened around Percy. For example, while he was in third grade, a large man followed Percy around when he was at school, but by threatening to call the police, the teachers eventually got the man to leave. However, nobody believed him when he said that the man had one big eye. When he was in fourth grade, he accidentally hit the wrong lever on the catwalk when his school was visiting the Sea World Shark Pool and made his class take an unplanned swim. Then in fifth grade, he accidentally fired a war cannon which hit the school bus. Percy recounted that he was expelled from six schools over the course of six years.

Presently, after four years of being a demigod, he is on a strange land after the Ago II's crash. He doesn't know what to do and is camping where he is, waiting to have a hint of where Annabeth and the others could be.

Nico di Angelo was born before World War II, which was before Hades and his brothers took an oath to have no more children. He had an older sister named Bianca. Their mother died when Zeus struck the hotel they were staying in with lightning in order to kill the siblings. However, they were protected by Hades. Apparently, Hades was not able to protect their mother in time. Both of them were brought to the Lotus Hotel and Casino by the Fury Alecto, who was disguised as a lawyer for their own safety. Alecto was also instructed by Hades to bathe them in the River Lethe to wipe their memories. Some time before being placed in the Lotus Hotel, Bianca and Nico lived in Washington D.C. for a time.
After what the siblings thought was a month in the Lotus Hotel (which was actually approximately 70 years), they were taken out by a lawyer. This lawyer however was a different lawyer than the one who carried them in. Hades released them from the Lotus Hotel because he wanted one of them to be the child of the prophecy and not the "idiot" son of Poseidon, referring to Percy Jackson. They were brought to a military school in Maine, paid for by Hades using what they think is a trust fund left to them by their parents.

Hazel was born to Marie Levesque and Pluto in New Orleans on December 17, 1928 after Marie summoned him using a spell and they fell in love. When Pluto granted Marie one wish, Marie wished for all the riches of the earth from Pluto, despite his warning that the greediest wishes cause the greatest sorrows. Her mother's ambition to become wealthy later caused her grief, as Marie began to use Hazel's unique powers (which were given by Pluto to grant Marie's wish) for selfish reasons. The jewels that Hazel collected were cursed and would cause the buyers to suffer. Marie Levesque refused to admit her part in Hazel's curse and told her it was Pluto's fault alone.
Hazel did not have many friends during her childhood with the exception of Sammy Valdez, whom she loved and had shared a kiss just once but after moving to Alaska, where the gods had no power, she never saw him again. Her mother became unstable because she was being influenced by Gaea and when Pluto came to protect them, he'd realized he'd lost her forever. Marie moved them to Seward, Alaska, beyond the power of the gods, despite the many protests by Pluto.

It was there that Hazel was forced by Gaea to raise one of her giant sons, Alcyoneus, using the precious metals that were beneath the earth on an island. Once Hazel discovered the treachery she called down her powers and destroyed the island, killing her mother and herself in 1942 but stopping the giant who would oppose her father.

The judges of the Underworld had an argument over where to put Hazel and Marie. They decided that Hazel and her mother would go to the Fields of Asphodel after Hazel gave up her chance to go to Elysium in order to save her mother from the Fields of Punishment. Then, nearly seventy years later, Nico di Angelo, a son of Hades (her half-brother), found her there, and, seeing that she was a child of Pluto, he brought her back to the world of the living due to the Doors of Death being open. Initially, he had been there to rescue his other sister, Bianca, but he was too late as she had tried for rebirth.

Once Hazel was restored to life, she began experiencing "blackouts" of her horrible past whenever he tried to think about them. Eventually, she made it to the Wolf House and, consequently, Camp Jupiter, where she was made a guard at the entrance to the Caldecott Tunnel. The blackouts usually happened when she remembered her past or thought too deeply about her old life. Later, Hazel pulled Frank Zhang into one of her blackouts, where she replayed the time when she stood before the judges of the Underworld as they decided where she would stay. Afterwards, she seems to have no more blackouts. It was a very thankful feeling for if it happened in combat she might die. Also, Pluto had told Hazel before their departure of Alaska that a descendant of Neptune would wash away her curse. Firstly, she thought of whom to be Percy, but Frank had also been a descendant and so Hazel is not sure who it might be.