A lot of the best myths start with a simple premise: Somewhere, far away, there’s a society very different from our own.
Let’s think about what an ancient Greek person would have known about the world. They’d have some familiarity with nearby cultures like Persia and Egypt; they might have met someone from there, or know someone who had traveled to such lands. They would understand that these societies were quite different from their own; their knowledge of them would likely be a combination of fact, hearsay, and speculation. A Greek would be vaguely aware that other civilizations were out there, as well — in India, say, or Ethiopia. These faraway societies would essentially be a blank canvas. The Greeks could project whatever fantasies or fears they wanted onto them.