The oracle, also known as Pythia, was the spokesperson for the God Apollo. In the Archaic and Classical world, the Delphic Oracle was the most widely respected and sought out source of divination.
After making an offering to Apollo, a supplicant could pose a simple “yes or no” question, or a more open ended question. The simple questions were answered by a priest of Apollo drawing a white or black pebble from a bag (white for “yes”, black for “no”).
Open ended questions were posed to the Pythia, a priestess who served as the conduit through which Apollo was supposed to speak. After hearing the question, she would inhale gasses bubbling up from a spring in the temple floor. She would then go into a trance and begin speaking gibberish (the divine language) which would be interpreted by an attendant priest.
The answers given at Delphi where almost always in the form of a riddle that the supplicant would then have to interpret for themselves.
Read more about the Delphic Oracle.