It's revealed that Norman was once the Greek hero Hercules.
When Norman runs up to the ruins where he finds the Bellows of Hephaestus, the weapon he needs to win the second test, he says, "It's just as the ancient ones foretold!" However, the gist of the conversation he'd had with Virgil about the nature of the weapon needed to beat the second test was that the ancients hadn't provided specifics on what it is or where it is.
One of Conqueror's invocations is, "By the sword of Zeus..." Zeus never had a sword, he used lightning bolts as weapons.
The hilt design on Norman's sword changed later in the series; in early episodes the crossbar usually has an H-like shape, in later episodes it tends to have a more U-like shape. Sometimes it changes just between subsquent shots, like in this episode where it has the H-shaped hilt while twirling through the air after Conqueror knocks it away in the first test, but then it has the U-shaped hilt in the very next shot, where it embeds itself in Virgil's calculations.
Norman's sword was knocked out of his hand during the first test, it was suddenly back in its scabbard when he drank from the Cup of Apollo, then it was gone again when he put the cup back.
It was day in Max's town, in Greece, Australia, Mexico and the other places Max visited all at the same time.
Max: (riding a dolphin) Put the pedal to the metal, Flipper!
Norman: I'm not half as scared as you, Conqueror! I eat guys like you for breakfast!
Virgil's Means of Summoning: Virgil's head appears on the body of a robot superhero in a TV show that Max is watching called "The Incredibly Invincible Cyber Scouts". He tells Max to go to Kenny's Quickee Car Wash. The title of the series is probably a parody of the "Mighty Morphin Power Rangers".
Educational epilogue: The origins of the Olympic games.
This episode is based on the Battle Conqueror figure from the Battle Max line of the Mighty Max toys.
When Max lands in the ocean and is pursued by a shark, a slight variation of the famous tune from the film Jaws begins to play.