So here's a recap of all of the clues in one place. Besides potentially corresponding to ride elements, they're all quite random. They don't exactly tell a story if you ask me..
Pluto - Escape Pluto's twisted Underworld & be immortalized in the garden of the gods.
Mercury - Run messages to the gods on Mercury's lightning fast wings.
Neptune - Rise with the power of Neptune’s trident and plunge deep into the raging sea.
Minerva - Implore Minerva, the goddess of wisdom & war, to guide you through the extreme journey.
Jupiter - Ascend to the epic crescendo and come face-to-face with Jupiter, the King of all Roman gods.