The first two introductory chapters of De E apud Delphos are confusing from a chronological point of view. A close reading and detailed analysis, however, reveals that Plutarch hid a chain throughout this part of the text, by means of thematic and verbal connections. This chain highlights that every mystery related to Apollo raises wonder about the god that leads to philosophical discussions. These discussions never result in a full answer, but lead to a new mystery related to the god that will elicit new discussions. This not only shows that recent scholarship is correct in claiming that Ammonius’ lengthy reply at the end of De E is not the eventual solution to the meaning of the E, but also clarifies Sarapion’s precise function as Plutarch’s dedicatee.