The myth goes that Zeus decided to establish an oracle at the center of the world. In order to find the suitable location, he let loose two eagles, the first flying towards the East and the second towards the West. The two eagles met above Delphi indicating that this was the center of the world, the omphalos or navel of the earth (Gaia). 

Geographically, Delphi is situated at the heart of central Greece. The valley of the small river Pleistos is the natural passage from eastern to western Greece.  At the same time, topographical studies showed that the road starting from Kirrha, the harbour-city of the Pleistos Valley, and passing through Gravia and the area of Mt. Oeti by way of  Amphissa, connected the  gulf of Krissa with the Malian gulf and Thessaly since the Mycenaean period (1500-1100 BC). 
Delphi was built on the remains of a Mycenaean settlement. Tradition has it that initially there was a temple dedicated to the female goddess of the Earth (Gaia), guarded by the fierce dragon Python. Apollo killed Python and founded his own sanctuary there, manning it with Cretan priests, who arrived in Kirrha, the seaport of Delphi, having followed the god who had transformed himself into a dolphin. This myth was kept alive via ritual reenactments at Delphi, in festivals such as Septeria, Delphinia, Thargelia, Theophania, and the Pythian Games, which were held to commemorate the victory of the god over Python and included musical and gymnastic competitions.
Archaeological excavations have brought to light female figurines and a ritual vessel. This evidence was seen as archaeological proof of the later literary tradition regarding the existence of a "primitive" Oracle with goddess Gaia as its first priestess. This tradition was adopted by the Delphic priesthood and propagated by the poets of the 5th century B.C. Current scholarship questions the historical validity of the myth, considering that dating  the Oracle’s establishment in prehistoric times is merely in accordance with the general  theogonic conception, according to which the Greek pantheon evolved from the chthonic deities into the heavenly gods.