The research concerning the origins of the names of Didyma and Didymaion has been a subject of discussion going on for years. Along with several other myths, it was thought that the name Didymaion which meant "twin temples" or "temple of the twins", was related to Artemis, the twin sister of Apollo. However, as no definite evidence could be found, this theory also remained as a myth.

It is understood from inscriptions that the festivities and ceremonies held every year in spring went on even after the Didymaion was comletely destroyed in 494 BC. The journey from Miletus to the Didymaion was made by sea or by the Sacred Road. The group of people who set out from Miletus with ceremonies begun in the Delphinion where they received the sanctification of Apollo and were sent forward by the Delphins, came from the Lions' Harbour to the Panarmos Harbour, and from there reached the Didymaion on foot. First, sacrificial beasts and votive offerings were presented to the god, then, after ceremonies to the accompaniment of music and chorus, the important persons entered the temple, and after that, the questions asked by inquires were answered by the oracle. The ceremonies were directed by the Stephanephors. It was shown by inscriptions that the Emperors Augustus and Trajan took the title of Stephanephor and carried out this position. In the Roman period, the Sacred Road gained in importance as the harbours filled up with alluvial mud and travel by sea became unfeasible.