Trophonius
the fabled builder of the temple of Delphi, after his death was reverenced as a hero, and had a famous oracle in a cavern near Lebadeia in Bœotia. Pausanias describes how, after purifying himself, he was drawn through the mouth of this cave by an unseen power, and all that he witnessed there.
Quixote's fancied visit to the oracle preserves its memory.