Lover of Zeus thanks another Greek character (4)
I believe the answer is:
iota
'greek character' is the definition.
(letter from the Greek alphabet)
'lover of zeus thanks' is the wordplay.
'lover of zeus' becomes 'Io' (Io was a lover of Zeus in Greek myth).
'thanks' becomes 'ta' (UK informal version of 'thank you').
'io'+'ta'='IOTA'
'another' is the link.
This may not be correct. It may belong to another bit of the clue.
Can you help me to learn more?
(Other definitions for iota that I've seen before include "Extremely small amount" , "Hint" , "Tiny or scarcely detectable amount" , "Smidgen" , "Jot or tittle" .)