The Hermes in Greek Mythology has a bit or a reputation of being a trickster - sort of like a Loki or Maui character with less malice.
The very day he was born, Hermes wriggled free from his sleeping mother and ran all the way to Thessaly. "Hold on, but how did a new-born baby, barely just opening its eyes, make it all the way to Thessaly?" I hear you say. "All the babies I know can only eat and sleep and cry." Well, perhaps if you knew some baby Gods, this feat would not be so surprising to you.
So Hermes arrived in Thessaly, and when he was there he saw a heard of cattle grazing on the plains. Being a baby, perhaps he didn't know that it was wrong to steal, for steal them he did, and drove them back to Greece.
This was hungry work for such a little baby, so Hermes decided to eat one of the cows. Even being so young, Hermes knew he shouldn't waste food, so when he was done he took the intestines of the cow and an empty tortoise shell, strung the two together and thus created the first lyre. Tired from his big day, Hermes returned to his mother and crawled into her arms once more.
After a while, Apollo noticed his cattle were missing, for it was he that Hermes had stolen from. Using his amazing deductive skills he decided the culprit was none other than this newly born baby. He stormed into his house and demanded the cattle be returned.
Hermes' mother stared at him - he was clearly a mad man. Hermes was only a baby, and hadn't he been sleeping with her the whole time? But Apollo was adamant, even dragging Zeus, leader of the gods, into the argument. Zeus had seen it all, you see, and he told Hermes' mother that the cattle must be returned.
Well, all that shouting had woken little Hermes up. He stretched sleepily, and began plucking at his new lyre. The arguing stopped - what was that beautiful music? No one had ever heard such a melody before.
"I'll tell you what," Little Hermes said, for he could speak as well despite his age, "I did steal your cows, Apollo. But here, I'll give you this instrument in payment."
Apollo, never the brightest God, thought this was an excellent exchange, and so the lyre became his symbol. Hermes got to keep the cattle, and all it had cost him was some intestines and a tortoise shell.