When Wednesday and Shadow are about to visit Easter, Wednesday says:
Be nice to the lady we are visiting. But not too nice. [...]
“Let me put it bluntly,” said Wednesday. “You must be very cautious around the lady we are visiting. She might take a fancy to you, and that would be bad.”
“Is she your girlfriend or something?”
“Not for all the little plastic toys in China,” said Wednesday, agreeably
I can see few reasons for this warning, but I can't find enough arguments for any of them:
Wednesday might be jealous : maybe there was something between those two and he simply doesn't want his employee to get flirty with his old squeeze.
Easter might be dangerous - gods ARE dangerous - just look at Bilquis, who regularly devours her lovers
Easter might threaten Wednesday's plans - he needs Shadow for his Grand Scheme and if the quite powerful goddess would try to steal him... well, things could get complicated.
I have problems believing in case 1 - Wednesday had many lovers, I doubt that he would care for one... But then one of his charms is " no woman I want will ever want another", so I might be wrong...
I don't want to believe in case 2 - Easter is sweet and lovely, she doesn't expect human sacrifice.
The 3rd case seems most likely, but then why risking bringing Shadow to her in the first place?