The Sanctuary of Delphi is located at Delphi in Assassin's Creed Odyssey. The site is one of the game's major locations and is associated with the Oracle of Apollo, a central institution in ancient Greek religion and politics.
In the game, the protagonist visits Delphi and consults the Pythia, the priestess traditionally regarded as Apollo's oracle. The encounter helps establish the mystery surrounding the protagonist's family and the wider conflict involving the Cult of Kosmos.
Athens and Sparta are much larger and more politically prominent locations in Odyssey, while Olympia is famous for its sanctuary and athletic games. Those places are distinct from Delphi and its oracle complex.
The historical sanctuary stood on the slopes of Mount Parnassus in Phocis. Ancient Greeks traveled there from across the Greek world to seek Apollo's prophecies, making Delphi an especially fitting setting for the game's mythology and political intrigue.