There were lots of oracles, but the most famous was at Delphi, where in a cave among the rocks the Pythoness (a sort of medium) would go into a trance and make prophecies. It's possible that fumes from volcanic vents (most of Greece is an earthquake zone) assisted the process. The delphic oracle was famous for prophecies that could be taken either way - as in, 'if you go to war, you will destroy a great empire' - which might, of course, turn out to be your own.
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In ancient Greece and Rome this would be an Oracle.
Through cracks in oracle bones.
One way that the Chinese priests communicated with the gods was through oracle bones. They asked the gods questions, and then heated animal bones and read the cracks in the bones to find the answers.
The first written history was recorded on Oracle Bone script,but the authors are unknown (and are various). The known author that started recording Chinese history was Zuo Qiuming (pronounced zoy cheuming),back in 5 century BC.
In general, previous generation have transmitted their assorted wisdom to us by means of books. Other media are also available. While some people consult their ancestors through spiritualists or channelers, that is much less reliable than books. A+ is "oracle bones"