Back in 264 BC Gladiators were introduced to Rome. The Romans believed and worshiped many gods and goddesses, and would pray to the ones that would benefit them in their time of need. So it would only make sense that the Gladiators would do the same. Some Gladiators might choose Nemesis to answer their prays, she was the goddess of chance, fortunes, and revenge, many would pray to her for those benefits.