Pisces Sign Origin

Even though astrology/astronomy started in the Near East (Sumer, Babylon, Egypt) the signs of the zodiac as we use them today find their (more or less) complete explanation in the context of Greek mythology. An excellent website brings a few versions of the same basic story. Here's the story according to Roman author Hyginus (ca. 64 BC – AD 17) in his book Astronomica 2. 30:

Diognetus Erythraeus says that once Venus [Aphrodite] and her son Cupid [Eros] came in Syria to the river Euphrates. There Typhon, of whom we have already spoken, suddenly appeared. Venus and her son threw themselves into the river and there changed their forms to fishes, and by so doing this escaped danger.

And here’s a more detailed version of Roman  Poet Ovid  (43 BC – 17 AD), Metamorphoses 5. 139 ff (translated by Melville) Completed in 8 AD, (Roman epic C1st B.C. to C1st A.D.):

Typhoeus, issuing from earth’s lowest depths, struck terror in those heavenly hearts, and they all turned their backs and fled, until they found refuge in Aegyptus and the seven-mouthed Nilus . . . Typhoeus Terrigena (Earthborn) even there pursued them and the gods concealed themselves in spurious shapes; `And Juppiter [Zeus] became a ram’, she said, `lord of the herd, and so today great Ammon Libys’ [Zeus-Ammon] shown with curling horns. Delius [Apollon] hid as a raven, Semeleia [Dionysos] as a goat, Phoebe [Artemis] a cat, Saturnia [Hera] a snow-white cow, Venus [Aphrodite] a fish and Cyllenius [Hermes] an ibis.'

See also: Scorpio Sign Origin