Hermes is the god of tradesmen and travellers, as well as thieves. As a god of communication he can help with the transmission of messages. He also acts as a psychopomp--one who conducts the dead to their new residence--as well as a more general messenger and escort.*
Hermes' first myth has to do with his birth and first day of life; his first action was to take a tortoise and make a lyre from its shell. Later that day, he went to find his brother Apollo's herds of cows, which he stole, driving them backwards in order to trick Apollo into searching in the wrong direction. When Apollo confronted him, he denied everything--after all, he was only a baby newly born! Apollo brought the young Hermes to Olympos, where he apologized and gave Apollo his newly created lyre, and all was well.
He also appears in many myths in his role as escort or psychopomp; perhaps the best known of these roles is when he brings Persephone back to the earth from Hades' kingdom.
Although Hermes has no major festivals of his own, he was quite popular in the countryside, especially in Arcadia. People would create piles of stones, known as herms, in his honor (in later times more artistic herms would be made).
He is also honored on the fourth day of each month.
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