Did you get a myth quest? You are not limited to the Greek/Roman myths you learn in school (though we have many wonderful books on those) but consider Norse myths (Wóden's Day, Žunor's Day, Fríge's Day), African myths, Native American Myths and so on. Everyone has myths.
Many books of mythology sit scattered about in 290s, but myth is a rather vague category and can overlap into legends and magic (398.4) and many other unexpected locations. Example: Star Tales by Ian Ridpath which is in 523.8.
And you must read (staff picks, multi-stars) :
For adults. Neil Gaiman's American Gods, which won both Hugo and Nebula awards
For children: The three (so far) books in the Percy Jackson & the Olympians series by Rick Riordan:
And in the reference room: Man, Myth & Magic : the illustrated encyclopedia of mythology, religion, and the unknown (21 volumes but they're skinny). Want to find the Tupi myth about the fight between the anteater and the jaguar? It's in here. (This set was a gift from the friends of the library. Please join.)
And for kids (and adults) who enjoyed the Riodan books: try other fiction based on Greek mythology.
Music? We do have some parts of the Ring Cycle as sound recordings, the printed librettos and graphic novel versions as well. Our CD collection includes Handel's Semele. Many other operas based on Greek myth, including Elektra, Orfeo ed Euridice, La Belle Helene and Ariadne auf Naxos are now widely available on DVD.
Art? Everywhere. Myth has always been a major subject (the major subject?) for art in most cultures. Look through our 34 volume (and they're not skinny) Dictionary of Art, or browse through our oversized circulating book section. Need help finding them? Please ask at the desk.