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No, they worshiped their own gods/goddesses.
Athena, although Athens also worshiped other Greek gods and goddesses.
Cleopatra worshiped the Egyptian gods and goddesses, or at least gave lip service to them. as queen and pharaoh she had certain religious rituals to perform.
The Gods/Goddesses being worshiped. If you mean who lead the worship; that would be selected preists/preistesses who dedicated their lifes to the deity.
Being a Great Olympian goddess, Athena worshiped no one; however, as most Greek gods and goddesses did, she often had to obey the will of Zeus, her father.