Redshift is used to store data that you would probably traditionally have in a database and query with some SQL. The advantage of Redshift is that it will scale to the size of your data without you having to deal with hardware and it can handle really complex queries when the data gets huge.
Athena gives you a console to query data that is held in files stored in S3 buckets and that you haven’t already organised into a database. It supports SQL too but has a GUI front end to help you define where the data is and the query you want to run.