Generally we'd go with the most commonly-accepted myth, but yeah, it can get confusing, particularly in cases where there are various conflicting accounts. (The Moirae gave me quite a headache in that regard - in that case I went with Nyx as their mother since it seemed to be one of the more common versions of the myth, and it fit with my interpretation of them.)
It's probably preferable if you work with what's established in game, though if your interpretation of the character takes you elsewhere it's not a big problem. We haven't been super-strict about it.