In Part Second, Chapter Four, we see Sue buy two statues: one of Apollo, the Greek god of music, poetry, dance, and a lot of other good stuff, and another of Venus, the Roman goddess of love and beauty. Now, if we were ever to buy two awesome-looking classical statues, we would probably carry them home proudly—after all, why buy a statue that you're not going to show off?
But when Sue buys her two statues, she carries them home wrapped up, and then she tells her scandalized landlady that they are 'St Peter and St—St Mary Magdalen' (2.3.26). In other words, to cover up the fact that she's got statues of two pagan gods that she plans to keep in her rooms, Sue quickly makes up a story that they are actually Christian figures.
This whole process tells us a lot about Sue and her relationship to the heavily Christian culture around her at the beginning of the novel. Sue is a freethinker who believes in beauty, love, intellectual activity—all the stuff that Venus and Apollo happen to represent in Greek and Roman mythology.
Sue also rebels against the rigid morality and repression of the religious folk around her. After all, she buys these statues, even though she knows that her devoutly Christian landlady won't like them. These statues foreshadow the much bigger rebellions against strict Christian religion to come from Sue, such as her staying out overnight with Jude while she is still at the teaching college, her decision to divorce Phillotson, and her refusal to marry Jude legally even when neither of them are married to other people.
While these statues might tell us a lot about Sue's free spirit, the statues' fates also tells us even more about what is going to happen to that free spirit over the course of the book.
Sue's Christian landlady Miss Fontover hates the two statues so much that she actually goes into Sue's room, breaks them, and grinds the head of one of them under her shoe heel. Sue laughs off Miss Fontover's destruction of her "patron-saints" (2.4.47), but the destruction of these statues seems pretty significant. If they represent Sue's rebellion against rigid religious culture in Christminster, then the fact that they get literally shattered foreshadows Sue's own loss of identity and self by the end of the novel.
In fact, Jude reminds Sue of the statues at the end, after Sue decides to leave Jude because of her guilt over the deaths of LFT and their two babies. Jude asks Sue whatever happened to the woman who turned her back on social convention? He asks:
[C]an this be the girl who brought the pagan deities into this most Christian city?—who mimicked Miss Fontover when she crushed them with her heel?—quoted Gibbon, and Shelley, and Mill? Where are dear Apollo, and dear Venus now! (6.3.123)
Jude refers to the statues of Apollo and Venus to remind Sue of who she used to be: an unconventional woman who shrugged her shoulders at the disapproval of women like Miss Fontover. But like "dear Apollo, and dear Venus," real-life Sue has been (symbolically) crushed under the heels of people like Miss Fontover. It is these conservative and judgmental folk who have made life so difficult for Jude and Sue and their little family that LFT seeks refuge in murder and suicide.