User blog comment:SayuriDarling/The House of Hades Official Discussion/@comment-5247339-20131019001002/@comment-1515612-20131019144843

The only real "hint" or "clue" would be this questioning sequence when we first met Nico (which is really funny).

"He went on asking questions. Did I fight a lot with Thalia, since she was a daughter of Zeus? (I didn't answer that one.) If Annabeth's mother was Athena, the goddess of wisdom, then why didn't Annabeth know better than to fall off a cliff? (I tried not to strangle Nico for asking that one.) Was Annabeth my girlfriend? (At this point, I was ready to stick the kid in a meat-flavored sack and throw him to the wolves.)"