The road to Delphi (via Megara) is long and very dangerous. Hundreds of enemies
await. Keep going and use a map if necessary. Pass through the Mycenean Ruins,
Tegea (solve the side quests if you wish) and you will eventually arrive to
Megara. In the central plaza of the city you should find Timon, the oligarch
of Megara. He will tell you that you need to bring something to the Oracle.
Timon will also suggest a gift, a branch of an olive tree. This opens up the
side quest "A Proper Offering", so jump down to find out how to acquire it.
Also, right as you exit Megara and enter Boetia, you will be attacked by
Polyphemus, an infamous Cyclops who destroyed the bridge to Athens back in
Megara (if you talk to the man near the bridge he will tell you it will be
repaired in a few days, but this never happens). He is the toughest monster
you've seen so far, even tougher than the spider queen awaiting near the target
olive tree. You have 2 soldiers standing there to aid you, but they usually die
quickly. Use a lot of healing potions, run around him and use any magic you
have on him, since he seems to take the most damage from this type of attack.
Once you solved the side quest below, enter the Temple of Apollo and talk to
the Oracle once to receive the reward and the prophecy. Talk to her again to
initiate the next main quest.