Once upon a time the Greek smith god Hephestos was away on a business trip, and his wife, goddess of beauty Aphrodite got together with the mailman (messenger of the gods), Hermes. The result of this union was a beautiful boy, called Herm-Aphrodite (after the parents, Hermes and Aphrodite). Later on a nymph fell in love with him and asked the gods to join them, which they did: into a being that was half male and half female. Apparently there's a parallel to this figure (though with a different story) in Hindu mythology. I actually got the idea for this after seeing a photograph of some ancient (Hindu) relief on some temple.