Shelley used this allusion to the three works to illustrate the themes that she is trying to bring forward. Instead of just saying "this is a story about a scientist creating a monster" she brings Paradise Lost, for example, to demonstrate that the themes are closely connected. In Paradise Lost, for example, the figure of Adam shares two things with the Monster 1. They did not ask to be created b. They either fell from or never got to enjoy Grace.
"Did I request thee, Maker, from my clay
To mould Me man? Did I solicit thee
From darkness to promote me?"
"Remember that I am thy creature; I ought to be thy Adam, but I am rather the fallen angel, whom thou drivest from joy for no misdeed."
In the case of the Ancient Mariner, the character of Walton might be the closest one to the story, as he is an explorer, and the allusion here would be:
I am going to unexplored regions, to 'the land of mist and snow,' but I shall kill no albatross; therefore do not be alarmed for my safety or if I should come back to you as worn and woeful as the Ancient Mariner"
In all, Shelley is using the technique of allusion, or quoting another story, to nest inside the main story and explain both the topics and the background of the characters.
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