I don't remember the lyrics very well, but... where does Pan pop in?!
Anyway, I remember god Pan was born with billy goat legs and horns and o long beard, son of nimf Dryope and Hermes. The last took him the Olymp, but he left, choosing to live in mountains and chilly forests, playing the syrinx (or
Panpipe) and shepherding his flocks. At first, he patronized forests and shepherds. With time tho he looses his initial character and becomes the protector of the whole nature. (Arcadia and Argos older god)