Perseus was the hero of Greek legend who killed Medusa. He appears in NetHack in statue form on the down stair of Medusa's lair. Either he failed to kill her this time, or Medusa keeps a statue of him to remind her of past failures (if his statue is carrying a shield of reflection, it's hard to say how he went wrong...).
Perseus can be carrying a number of helpful items, including the aforementioned shield of reflection and levitation boots. Chances of receiving each vary with the level layout. See Medusa's Island for the probabilities of receiving each.