Shortly after his birth on the island of Delos, the precocious god Apollo embarked on his first adventure. In a beautifully lyrical passage of the Homeric Hymn to Apollo, the handsome young divinity is depicted traveling the earth and then ascending to Olympus, where he charmed the gods and goddesses with his music. The goddesses - including the Muses, Charites (Graces), Horae (Seasons), Aphrodite, Hebe, and Artemis - were especially fond of Apollo, and they sang and danced to welcome his arrival. The god then retired from the company of his fellow Olympians to begin a quest to locate the appropriate site for an oracle.

After searching far and wide, Apollo finally found a place that pleased him. He informed Telphousa, the resident nature spirit, of his intentions to build a temple at her sacred spring, but the nymph discouraged him from this plan. Telphousa instead suggested that Apollo select Delphi as the site for his shrine, and the god therefore left the spring and continued his journey. Near Delphi, Apollo encountered and killed the enormous serpent Python (the god's priestess was named Pythia to commemorate this event). According to some sources, this in part is the mythological explanation for how the oracle of Apollo was established at Delphi.

In addition to defeating Python, Apollo also conquered, in various ways, several other notable mythological figures, including the satyr Marsyas, the giant Tityus, and the children of Niobe. Indeed, the god and his sister Artemis together punished both Tityus and Niobe as a form of revenge for the insults these characters had made to their mother Leto.