I am just coming out of a hole and heard about the new commander rule. If I have Athreos, Shroud-Veiled on the battlefield and I put a coin counter on said commander, when it dies, would it re enter the battlefield under my control?
It depends on whether the commander is still in the graveyard by the time Athreos's last ability resolves. If it moves out of the graveyard in the meantime before that ability resolves, you can't return it to the battlefield this way, even if it returns to the graveyard before that ability resolves (C.R. 400.7, 400.7d, 400.2). This assumes the commander was a creature with a coin counter on it when it died. See also this thread.
Under the new Commander rules, in general, a commander's owner no longer chooses whether that commander goes to the command zone instead if it would go to the graveyard or exile. Rather, a state-based action gives that player the option to move it to the command zone if their commander is in their graveyard or exile (C.R. 903.9a).
As a result, if a commander creature with a coin counter on it would die, its owner can't choose to move it to the command zone right then and there, meaning the commander goes to the graveyard (C.R. 700.4) making Athreos's last ability trigger. Soon after, state-based actions kick in and the commander's owner can choose to move that commander from the graveyard to the command zone (C.R. 903.9a). If they choose to, however, the commander will no longer be available to Athreos's last ability (even if the commander returns to the graveyard before that ability resolves) (C.R. 400.7, 400.7d, 400.2).
Under the new Commander rules, in general, a commander's owner no longer chooses whether that commander goes to the command zone instead if it would go to the graveyard or exile. Rather, a state-based action gives that player the option to move it to the command zone if their commander is in their graveyard or exile (C.R. 903.9a).
As a result, if a commander creature with a coin counter on it would die, its owner can't choose to move it to the command zone right then and there, meaning the commander goes to the graveyard (C.R. 700.4) making Athreos's last ability trigger. Soon after, state-based actions kick in and the commander's owner can choose to move that commander from the graveyard to the command zone (C.R. 903.9a). If they choose to, however, the commander will no longer be available to Athreos's last ability (even if the commander returns to the graveyard before that ability resolves) (C.R. 400.7, 400.7d, 400.2).
EDIT (Nov. 3): Add rule citations.
EDIT (Dec. 22): Add more rule citations.