Homer left some details out

If you don’t care for this ending there’s always the variant tradition that makes Pan the Freddy Krueger of Greek Mythology.

From the Wikipedia article on Penelope:

In some early sources such as Pindar, Pan’s father is Apollo via Penelope. Herodotus (2.145), Cicero (ND 3.22.56), Apollodorus (7.38) and Hyginus (Fabulae 224) all make Hermes and Penelope his parents. Pausanias 8.12.5 records the story that Penelope had in fact been unfaithful to her husband, who banished her to Mantineia upon his return. Other sources (Duris of Samos; the Vergilian commentator Servius) report that Penelope slept with all 108 suitors in Odysseus’ absence, and gave birth to Pan as a result. [15] This myth reflects the folk etymology that equates Pan’s name (Πάν) with the Greek word for “all” (πᾶν).

He never left the throne

Starry Bear myth is so romantic.

Each time Dionysos completes a regenerative cycle he begins again as a vulnerable child beset by monstrous foes who seek his utter annihilation.

Just when that is about to happen Hermes swoops in and whisks him away to safety in some exotic locale where he is protected and tutored by indigenous land-spirits until he reaches maturation and sets off on a new set of adventures.

And that’s how he ended up as Odysseus that one time. Hermes wiped the God’s memories and stitched him into the mortal line of the Wolf Itself, so his malign pursuers would lose track of him and he could be trained for war.

It works for a while; he has many adventures, overcomes many tests and trials.  But the persona cracks while in Italy, when the Falcon Sorceress from the Black Sea has him sit on a throne, drink a hallucinogenic potion from her chalice and asks him the questions from the gold lamellae while he’s tripping balls.

After that he journeys to the underworld, overcomes further ordeals and eventually returns home to his beloved Weaver, massacring her 108 suitors in a berserk frenzy.

He convinces her that he truly is her long-lost husband by noting something only he would know – one of the pillars of their marital bed is a living tree. (And also the Tree of Life or World Tree.)

She embraces her man, and welcomes him home. Then she introduces him to the half-goat child she had with Hermes while he was away. 

Hail Hermes, Giver of Kledones!

Pausanias, Description of Greece 7.22.2
The market-place of Pharai is of wide extent after the ancient fashion, and in the middle of it is an image of Hermes, made of stone and bearded. Standing right on the earth, it is of square shape, and of no great size. On it is an inscription, saying that it was dedicated by Simylos the Messenian. It is called Hermes Agoraios (of the Market), and by it is established an oracle. In front of the image is placed a hearth, which also is of stone, and to the hearth bronze lamps are fastened with lead. Coming at eventide, the inquirer of the God, having burnt incense upon the hearth, filled the lamps with oil and lighted them, puts on the altar on the right of the image a local coin, called a ‘copper,’ and asks in the ear of the God the particular question he wishes to put to him. After that he stops his ears and leaves the marketplace. On coming outside he takes his hands from his ears, and whatever utterance he hears he considers oracular

The Good Shepherd

Long_horned_european_wild_ox

Pausanias, Description of Greece 9.22.1-2
There are sanctuaries of Hermes Kriophoros (Ram-bearer) and of Hermes called Promachos (Champion) at Tanagra in Boiotia. They account for the former surname by a story that Hermes averted a pestilence from the city by carrying a ram round the walls; to commemorate this they made an image of Hermes carrying a ram upon his shoulders. Whichever of the youths is judged to be the most handsome goes round the walls at the feast of Hermes, carrying a lamb on his shoulders. Hermes Promachos (Champion) is said, on the occasion when an Eretrian fleet put into Tanagra from Euboia, to have led out the youths to the battle; he himself, armed with a scraper like a youth, was chiefly responsible for the rout of the Euboians. In the sanctuary of Promachos (the Champion) is kept all that is left of the wild strawberry-tree under which they believe that Hermes was nourished. Nearby is a theater and by it a portico. I consider that the people of Tanagra have better arrangements for the worship of the Gods than any other Greeks. For their houses are in one place, while the sanctuaries are apart beyond the houses in a clear space where no men live

Apollodoros, Bibliotheka 3.115
Hermes was tending the cattle, this time he fashioned a shepherd’s pipe which he proceeded to play. Covetous also of this, Apollon offered him the golden staff which he held when he herded cattle. But Hermes wanted both the staff and proficiency in the art of prophecy in return for the pipe. So he was taught how to prophesy by means of pebbles, and gave Apollon the pipe.

Nonnos, Dionysiaka 9.28 ff
Hermes gave him to the daughters of Lamos, river Nymphai – the son of Zeus, the vineplanter. They received Bakchos into their arms; and each of them dropt the milky juice of her breast without pressing into his mouth … The consort of Zeus beheld the babe, and suffered torments. Through the wrath of resentful Hera, the daughters of Lamos were maddened by the lash of that divine mischiefmaker. In the house they attacked the servants, in threeways they carved up the wayfaring man with alienslaying knife. Indeed they would have chopt up little Bakchos, a baby still, piecemeal in the distracted flood of their vagabond madness, had not Hermes come on wing and stolen Bakchos again with a robber’s untracked footsteps.

Aischylos, Psuchahogoi fragment 273
Chorus of Evocators: We, the race that lives around the lake, do honor to Hermes our ancestor … Come now, guest-friend, take up your stance on the grassy sacred enclosure of the fearful lake. Slash the gullet of the neck, and let the blood of this sacrificial victim flow into the murky depths of the reeds as a drink offering for the lifeless. Call upon primeval Earth and chthonic Hermes, escort of the dead, and ask chthonic Zeus to send up the swarm of night-wanderers from the mouth of this melancholy river, unfit for washing hands, sent up by Stygian springs.

Alexander Polyhistor, Successions of Philosophers FGrHist 273 F 93
Hermes is the steward of souls, and for that reason is called Hermes the Escorter, Hermes the Keeper of the Gate, and Hermes of the Underworld, he brings upwards the purified souls, but impure souls were not allowed to approach each other, much less to come close to pure souls, since they were fettered in unbreakable bonds by the Erinyes. And all the air is full of souls and they are called daimones and heroes; and they carry to men dreams, portents, diseases, and purification, averting by expiatory sacrifices, all divination and omens are related to them.