In the beginning, the story goes, Yemanjá and her brother Aganju, who represents the wilderness, gave birth to a son, who was called Orungan, for the region of the air and the space between the earth and sky. Orungan lusted after his mother, Yemanjá, and one day when his father was away, he raped her, and afterward she ran away. Orungan pursued her and when he reached the place where she had fled, attempted to console her. He told her that he could not live without her, and proposed that they consort in the shadows, and he would be her secret husband. Yemanjá repulsed him and ran away, and when Orungan extended his hand to capture her, she fell backward to the ground. Her body swelled, and from her breasts issued two streams, which met and formed a lagoon, and her belly burst open, and from the wound sprang the orixás that govern the directions of the world. And first among these was Exú. Small wonder he's a trickster. This sacred place where Yemanjá died and the orixá were born became the holy city of the Yoruba-speaking peoples. She is found today, like Salvador, where the water meets the land.

Exú is found at the crossroads, and in the places where people gather. In his female guise, he is Elegba, the one who seizes, and brings erotic dreams, appearing in the form of male or female spirits in the manner of the incubi and succubi of medieval lore, initiating sex with sleeping hosts. For this reason he is said to be malicious, and so his house is in the street. The effigy of Exú is placed in front of houses in a hut protected by a thatch of palm, and he is always naked, with an enormous phallus, seated, hands resting on his knees. But it is Exú who revealed the art of divination, Exú who is the messenger that goes between the orixá and the people, and the orixá and each other, the hidden companion who stirs up the fire in the belly and makes people do the things they know are bad. He is jovial, and lord of easy relationships, indifferent of right and wrong, the one who watches, makes paths clear.