When Hermes was a baby, he asked Apollon to teach him the art of prophecy. Apollon quickly told the young Hermes that it was decreed by fate that only Apollon would know what went on in the mind of Zeus (it is from Zeus that Apollon derives his prophetic powers). However, Apollon did not leave his younger brother without some kind of divinatory skill. Apollon remembered when he was a little boy that he was taught a form of rustic divination by the Thriae. Named Melaina, Kleodora, and Daphnis, the Thriae are three bee nymphs that live on Mount Parnassus that are described as having the upper bodies of women with the lower bodies and wings of bees. A kind of white meal, perhaps barley, is bestrewn in their hair and they are said to draw prophetic inspiration from consuming a mysterious, honey-like substance. These three Goddesses taught Apollon an ancient form of divination favored by shepherds and cattle-herders (of whom Apollon and Hermes are patrons) that involved the casting of pebbles from an urn. Apollon had the Thriae put Hermes under their tutelage and Hermes has since been the presiding deity over this form of divination.  
Depicted here is a relief of a Bee Goddess, possibly one of the Thriae, that can be viewed in the Museum of Fine Arts in Boston, Massachusetts.