According to legend, Hermes was born in a cave on Mount Cyllene in Arcadia. Zeus had impregnated Maia at the dead of night while all other gods slept. When dawn broke amazingly he was born. Maia wrapped him in swaddling bands, then resting herself, fell fast asleep. Hermes, however, squirmed free and ran off to Thessaly. This is where Apollo, his brother, grazed his cattle. Hermes stole a number of the herd and drove them back to Greece.