The play begins in Delphi, outside the temple of Apollo.
This temple was famous in ancient times because the priestess or "prophetess" of the temple (we'll meet her in a second) was an oracle: she would supposedly channel the mind of the god to provide humans with insight into the past, present, or future. In fact, it was the oracle of Apollo that first told Orestes to kill his mother, because she killed his father.
The first person to come on stage—as we just announced—is the Prophetess of Apollo. She makes prayers to various gods and goddesses, especially those in charge of the arts of prophecy.
Then, she heads into the temple to get ready for that day's oracle-dispensing—you know, start the coffee pot going, check Instagram, and so on.
The priestess goes inside the temple (offstage), but she's only there for a moment before she comes back out (onstage) completely terrified.
She says that she saw a man lying asleep inside the temple. In one hand, he was carrying an olive branch with sheep's wool wrapped around it. This was in keeping with protocol for visitors to the temple (sort of like wearing a yarmulke before going into a synagogue, or removing your shoes before entering a mosque or Hindu or Buddhist temple).
In his other hand, however, the man held a sword, dripping with blood. Major no-no.
But that wasn't the worst of it. The Prophetess also tells us that, sleeping in a ring around Orestes, were the horrible Furies. These loathsome ladies are spirits of vengeance; the Prophetess tells us, among other things, that they have horrible breath and rancid fluid oozing out of their eyes.
Yuck. We can see why the Prophetess is upset.
The Prophetess prays for Apollo to take care of the problem, and runs offstage.