If you research, you will find numerous stories about Hermes. None of them are the same, you will find. This is because in Greece - these stories were told differently, probably to add a little Hermes confusion along the way. As Hermes loves to trick, confuse, drive people mad.
So I will tell some of the story my way, and deal with the birth, and the first lyre.
Hermes was born out of a relationship (romp) between Zeus and Maia. Maia was a mountain lesser deity (of the lively black eyes), so when we 'see' in dreaming one with 'black eyes,' there's a little hint in this. Anytime someone is dreaming and meets one with all black eyes - watch out!
This affair, numerous ones of Zeus, was the
only affair Hera didnt catch him in. Hera, when she caught Zeus in an affair, immediately she would go after the conquests, and the children thereof (like Hercules). She couldn't control Zeus and his urges and libido. But additionally, she liked the 'two worlds' of the mortals and immortals being separated.
Because Hermes loved mischief, he began in the womb - being the first divine child, to not be 'seen' by Hera. He had her in the palm of his hand, in the womb. He could fool her, even from there. He was born - to be naughty.
Maia gives birth, very quickly, to Hermes - right away, here is is. Practically shows up right at the moment Zeus zips his trousers. Hermes, known for quick speed, this is another way to fool Hera - be born quick, like quicksilver, mercury. He's difficult to catch like that. Zeus barely finishes that *zip* and Hermes is out already.
"Damn, you're fast, kid!" He declares, stunned.
"Oh, you know it, I am fast. And, I can travel faster than the speed of light," Hermes smiles.
"Nice to meet you too daddy. I want to play with your lightning rods, can I play with them?"
"No, now you stay here with your mother like a good baby, I got to get home to Hera, she'll catch me as always."
"Oh no she wont!," says Hermes, "Run, run, fast as you can. Cant catch me, Im the gingerbread man!"
Thus the nursery rhyme was born.
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So Zeus wanders up to Mt Olympus to take a shower, so Hera doesnt know about his romp with Maia, and Maia, the doting mother, adores her new baby, her new gift, Hermes.
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Maia puts Hermes in his crib, and she thinks hes asleep, so she sleeps. He sits up in his crib, looks around, side to side. Coast is clear, he jumps out. Hermes is ready, to go play. He's restless.
Hermes goes wandering around. A few variations of the story, so I will sum it up, best I can. But the 'whole story' will always be a mystery. Cause everyone has a different story to tell....
Hermes goes wandering at night, and he 'knew' that cows were sacred to Hera. He already knew Hera - he was born to drive her mad. He went wandering and found some mortals, and talked with them, like a baby. They got a little nervous, seeing a day old baby talk and walk, too. But the mortals decided to talk to him.
"It is my understanding you are mortals. What happens when you die, your soul? Where does it go?"
The mortals look at this odd baby. They reply, "The soul goes to Hades, everyone knows that. Even a talking baby should know that."
Hermes looks at them, "Why not Olympus? Why cant mortals go there?"
The oldest mortal thinks on it, says, "We were created by the gods to be their playthings, thats all we are. They can access 'our world,' which is really their creation. But us? We have no access. We have one road, and thats it. We come here, and then, its off to Hades when we die. No mortal gets to go to olympus. Even a demigod - you have to be fully divine, a full god, to be able to do this."
"There is a system, intact," says another man. "A system of rules. Mortals follow their system, cause they have to. Hera - is very strict on this. She likes Olympus the way it is - divided - duality. Us and Them. By keeping it all separated, she has peace, we have war. She doesnt care. She wants Olympus all to herself, or her special family and friends. We mortals are not invited. She is the 'veil' and nothing pierces that veil, period. Its a wall, a strong wall that no one can cross through."
"Oh I see!" says Hermes. "This is what I was born to do," he said. "Mess with the system, a bit. I mean why not? It is time for change, my brothers and sisters. And change is good!"
"Oh, wait wait wait," says the older mortal. "Change?"
"Mercury retrograde, that will be on my list of projects," smiled Hermes. He looked at the road before him, and shunned it.
"Im going to make my own roads, for travelers. I will show them, there are other roads, not just one."
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So hermes skips and skips, laughing to himself, "what can I do to begin, messing with this 'system' of mortals and immortals, and drive Hera crazy - but without necessarily, getting on her bad side? This could be fun." So he goes, and finds a beautiful pasture, with Apollo's divine cows....
"Cows, are sacred to Hera. Yummy."
Hermes goes, and decides he's going to steal the divine cows. He grabs their hooves and begins switching them backwards. Then of one of them, takes their feet, puts them on his feet and walks forwards with them, into a cave (but all confusing with backwards feet). There, he rubs two sticks together (he invented this Boy Scout trick), makes a fire, and decides to eat two whole cows, all by himself. He nails their skin to a rock, then goes outside, finds a tortoise. "Oh, look at that!" Kills the tortoise, takes its shell, and fashions in the cave, the first lyre, with the entrails of the divine cow. Strings it up on the tortoise shell, and 'voila' created a very special baby toy.
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Hermes sneaks back in his room, hides the new lyre. He did really well covering his tracks, but then *knock knock knock*! A loud knocking on the walls of his home. Maia opens the door. It's Apollo.
"Huh?" she asks. "What are you doing here?"
"Im here to see that kid. He stole my divine cows!"
"What?" Maia shrieks? "My son is just a baby! He's only a day old! That's impossible!"
"I know he did it," said Apollo. "Where is his crib?"
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Maia and Apollo walk back into Hermes nursery and to his crib. Apollo spots Hermes wiping some blood off his face quickly - just a smidge of it, but nonetheless, he spotted it, though Maia didnt.
"See?" she says, "Hes just a baby - and a sweet one too. He doesnt cry much, he's always smiling. Hermes is a
good baby, and Apollo, you are out of your mind if you believe a day old baby, divine or not, could get out of his crib and steal all your divine cows! Its impossible!"
"Nothing is impossible for a baby god!" yells Apollo. Hermes jumps out of his crib, so fast, so quick, no one saw him shove the lyre into his diaper. Apollo catches him after a high speed chase in the nursery, for an hour, then he said to Maia, "We'll settle this with Zeus. Im taking this little brat to Mt Olympus. He will confess what he did and tell me where my divine cows are!"
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As Apollo and Hermes arrived by chariot to Olympus, Apollo decided to park the chariot, to see if Hermes could walk, which he did. "Oh so you're walking already, I knew it."
They walk up the mountains together, with Apollo mumbling how Hermes was going to 'get it good' once they got there in front of Zeus.
"Now you can see your daddy again, you little ****."
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Upon walking to Mt Olympus, Hermes stops. "Apollo, lets talk this out for a minute. I brought you something, its a gift, you'll like it. You like music, right?"
Apollo stops, and sees this cute little baby holding up, the first lyre. But he didnt know what it was. He grabs it from him, examines it.
"Strum the strings, listen....."
Apollo begins strumming the strings, bit by bit. A string at a time. Then Hermes says, "I heard you can play, play me a song, I like songs..."
Apollo begins strumming a song, and Hermes smiles, the music is heard all over Olympus. The muses begin singing to the music. The gods begin dancing. Zeus nudges Hera to get to loving

The mortals below begin dancing. The song is incredible, and Apollo is moved.
"Thank you, this is an incredible gift. How did you make this?"
"Oh, dont worry about that. Ill tell you later," says Hermes. "Now, off to deal with my punishment. I understand your position, Apollo. I will confess when I get there, own up to everything..."
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Apollo and Hermes arrive to Mt Olympus and stand before Zeus. Zeus, sitting at the throne, looks at the two, and Apollo tells his side of the story. That his divine cows were stolen. He, being the sun god, knew something was up. He went traveling, to find out who the thief was. He went to Maia's place, and spotted the little baby, wiping some divine cow blood off his cheek.
"I just know he did it. I dont know
how he pulled it off. But he got out of that crib, and made mischief...."
Zeus, looked at Hermes, inquisitively, and then asked him to tell the truth.
"Did you steal the divine cows, Hermes?"
"No, I did not, steal them..."
"C'mon Hermes," said Zeus. "Im tired and cranky, I had a long night, as you know..."
"Hmm... I didnt steal them," said Hermes. "But I borrowed them. I borrowed them, and... I ate two of them, because I needed their entrails, then found a tortoise. And I did it, to make a gift for my half brother, Apollo. And he accepted my gift. It was all a surprise for him! I wanted to surprise him, with a special gift, that is all. And if that is a 'crime' to make a gift for my brother! I cannot believe how unjust that would be!
Plus he accepted the gift... look in his hand..... he's holding it..."
Apollo looks down at the lyre. Looks at Hermes. Looks at Zeus.
"Huh? I was tricked! No!"
"Apollo, did you accept the gift from Hermes?" he asked.
Apollo stood there, sighed. Thought quietly to himself. "Yes," he finally answered.
Zeus smiled, looking amused at Hermes. "Clever! If only I had wits like you, Id avoid Heras wrath less. Well, no crime - if he made a gift out of the divine cows, and you accepted it. Case closed!"
"****!" Apollo stomped his feet. "I can't believe this! Outwitted by a baby for crissakes!"
Suddenly, Hera walks into the room. "What is going on? Who is this baby before you, Zeus? Were you ****ing around again? Death to the gods! Always ****ing around on me!"
"You must be Hera," Hermes bowed humbly. "My goodness, you are a vision, a beauty! You make Aphrodite look like an old shriveled wench! I am in awe, I must shield my eyes in your presence - you are perfection!"
Hera blushed. "Well... oh my... what was your name again?"
"Hermes, pleased to meet your acquaintance. Wow and your voice - it sings of love and light, all everlasting - I will never be the same again. Ever."
"Oh well, theres still the issue - your
mother, who is she? Cause you're clearly the proginy of my husband, and Ill rip her to shreds, you know?"
Hermes winced, a bit. He knew Hera's jealousy was supreme, and her wrath could destroy the universe when invoked.
"Hera, let's talk this out a bit," said Hermes. "I want you to understand about Zeus. My gods woman, look at you! You are clearly the most beautiful, desirable, delectable goddess ever! Zeus, in your presence, he feels low, unworthy. Therefore, when he indulges with lesser deities, mortals, animals or whatnot, it is not because you are not 'good enough,' it is because, he feels unfit for a wife like yourself. Even the greatest of the gods can have his, less-than-fine moments. So, on a whim, he punishes himself. Such beauty, such love, overwhelms him. Please have some mercy - he loves you so much - he sneaks out and romps, its a self-punishment move - these affairs. Not cause he enjoys it, never. He never enjoys himself, Hera. He's just overwhelmed by his love for you. And the romp with my mother - she gave him a mercy ****. That is all. I am merely the result of a mercy ****. And now, as I stand in the light of the greatest goddess of all, I ask that - as you like mystery you know - the veil between the immortals and mortals - that Im entitled to one little secret? My own mother. Yes,"
Hera, moved - and filled with self-importance - a quick ego inflate - began to see stars floating around her. "Oh, I see now, he loves me so incredibly much, feels unworthy of me. Thats why he does this?"
"You're just that much more a goddess Hera? Are we cool now?"
"Yes, fine. Ill leave your mother alone.... I like you. Now, will you behave, little one?"
"Yes, Hera. Id never lie, to you," Hermes smiled, turned, walked away.
"I think ill walk home," he said. "Im going to get to know, all the roads tonight, the paths... Im fast enough, I can know them all...."
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Thus Hermes did quite a bit in his first day of life. He stole, outwitted the gods, and committed the first business transaction - on the sly. He also stood before zeus, as the defender of himself, but later would be the defender of, other criminals, and thieves. Not ones who were no good but - ones who, broke the rules with intent,but 'for a good cause.'
Therefore Hermes, the divine child... would later create mischief, drive Hera up the wall, making it his mission to be, not only a messenger, go-between, psychopomp, but bridging the gap so mortals could become immortal and travel the worlds, 'as above, so below.'