User blog comment:SayuriDarling/The Mark of Athena Official Discussion/@comment-4649443-20121011204703/@comment-3146930-20121011211806

You only lose your memory if you are sent to the Fields of Asphodel. It is a place where those that aren't good or bad go. Because of that, you have nothing in your mortal life to look back on and therefore lose your memory and just kind of wander around. However, you don't forget if you are a child of Hades/Pluto.

Also, there is no way of knowing. When a mortal soul is reborn, their memory is washed away and they are reborn in the mortal world, possibly as a demigod or even a human.