Is it possible to query things in an RDS database using Athena? Or do I somehow have to get my data out of RDS and copy it into an s3 bucket so that Athena can query it from there? If that is the case how can I know the tables that are in my RDS? Is there a way to explore all the schemas of a database with Glue?
A feature was created exactly for this reason last year, Federated Queries.
By using this you can query across a large number of data sources other than just across S3.
If you're using either MySQL or Postgres in RDS then you can make use of the JDBC connector, with additional instructions here.