Who is Cupid?
In classical mythology, Cupid (Latin Cupido, meaning "desire") is the god of desire, erotic love, attraction and affection. He is often portrayed as the son of the love goddess Venus and the war god Mars, and is known in Latin also as Amor ("Love"). His Greek counterpart is Eros.

Who is Aurora?
Aurora is the Latin word for dawn, and the goddess of dawn in Roman mythology and Latin poetry. Like Greek Eos and Rigvedic Ushas (and possibly Germanic Ostara), Aurora continues the name of an earlier Indo-European dawn goddess, Hausos.

Who is Diana?
In Roman mythology, Diana was the goddess of the hunt, the moon and childbirth, being associated with wild animals and woodland, and having the power to talk to and control animals. She was equated with the Greek goddess Artemis,though she had an independent origin in Italy

An allusion is a moment when an author makes a reference to another work of literature. The reference can include "a person, place, event, or another passage" found in another piece of literature

How Cupid is related to Shakespeare
Romeo refers to Cupid in the lines, "Alas that love, whose view is muffled still, / Should without eyes see pathways to his will!" . Cupid is the Roman god of erotic love and is always portrayed as being blind folded. Hence, we know that this reference to love with a "muffled" view, or blind view, is actually an allusion to Cupid. Later, when talking about Rosaline, he says:

She hath Dian's wit,
And, in strong proof of chastity well arm'd,
From Love's weak childish bow she lives uharm'd.

How Aurora is related to Shakespeare
After Prince Escalus breaks up the whole-city riot, we see Lord Montague talking with Benvolio about how he is concerned about his son Romeo. One thing Montague says is that Romeo has been seen at dawn crying morning after morning. He also says that at dawn, Romeo finally retires to his room to sleep, drawing the curtains. Montague describes the dawn in the lines:

... But all so soon as the all-cheering sun
Should in the farthest East begin to draw
The shady curtains from Aurora's bed...

The phrase "draw the shady curtains from Aurora's bed" refers to Roman mythology and is therefore an example of allusion. Aurora was the Roman goddess of the dawn. The image portrays the sun drawing the curtains from the goddess of the dawn's bed.

How is Diana related to Shakespeare
Diana was the goddess of both hunting and childbirth. However, ironically, as the goddess of childbirth, she was also a sworn virgin. Hence, Romeo is saying here that, like Diana, Rosaline has vowed to remain chaste. Therefore, we see that this reference to "Dian" and "Chastity" is an allusion to the goddess Diana of Roman mythology.