Though Percy, Annabeth, and Grover don’t pick up on it until later, it’s telling that the Furies are asking for “it”—that is, an object—and not Percy himself. It suggests that Percy and his friends are missing important information. Annabeth’s willingness to lend Percy her cap and essentially sacrifice herself and Grover suggests that even if she acts like she hates Percy, she really doesn’t. Though she’s trying to embody Athena, she also knows, deep down, that Percy is a genuine friend worth protecting.