In Greek legend, Orpheus (the Greek spelling being Ορφέας) was the chief representative of the arts of song and the lyre, and of great importance in the religious history of Greece. The mythical figure of Orpheus was borrowed by the Greeks from their Thracian neighbors; the Thracian "Orphic Mysteries", rituals of unknown content, were named after him.
The ancients knew him as a Thracian, a magical musician, and also as a priest of Dionysus. Some attribute him as the founder of the Dionysiac rites.
According to a Late Antique summary of Aeschylus's lost play Bassarids, Orpheus at the end of his life disdained the worship of all gods save the sun, whom he called Apollo. One early morning he ascended Mount Pangaion (where Dionysus had an oracle) to salute his god at dawn, but was torn to death by Thracian Maenads for not honoring his previous patron, Dionysus. Here his death is analogous with the death of Dionysus, to whom therefore he functioned as both priest and avatar.
Ovid (Metamorphoses XI) also recounts that the Thracian Maenads, Dionysus' followers, angry for having been spurned by Orpheus in favor of "tender boys," first threw sticks and stones at him as he played, but his music was so beautiful even the rocks and branches refused to hit him. Enraged, the Maenads tore him to pieces during the frenzy of their Bacchic orgies.
His head and lyre, still singing mournful songs, floated down the swift Hebrus to the Mediterranean shore. There, the winds and waves carried them on to the Lesbos shore, where the inhabitants buried his head and a shrine was built in his honour near Antissa. The lyre was carried to heaven by the Muses, and was placed amongst the stars. The Muses also gathered up the fragments of his body and buried them at Leibethra below Mount Olympus, where the nightingales sang over his grave. His soul returned to the underworld, where he was re-united at last with his beloved Eurydice.
 Orpheus' Persona 3 design
This violent death is somewhat referenced to in Orpheus's Persona 3 design. As one can clearly see, his neck is obscured by a long red scarf as reference to his beheading. His body has a very mechanical almost robotic look when compared to his head. This could be another reference to his body being torn to shreds by the Maenads. The lyre is the main prop connected to his myth and doubles as his weapon when using physical skills. His musical background is cemented further with the speakers in his body. (both in the chest and belly areas)
Orpheus is the persona of the Protagonist in Persona 3. While on the roof with Yukari, shadows attack and he reluctantly summons his persona. Orpheus is only just summoned before a more sinister side of the Protagonist appears. Thanatos, a robotic swordsman with coffins for bodily ornaments, quite literally bursts from inside Orpheus and then proceeds to brutally slash and destroy the attacking shadows, all the while causing the Protagonist intense pain. After destroying the shadows, Thanatos disappears and a fully restored Orpheus appears in his place. Interestingly enough, Thanatos killed Orpheus by removing his head when being summoned in-game, which somewhat parallels Orpheus' beheading in the myth.
Orpheus' music from playing the lyre, accompanied by Apsaras' dance will result in the Fusion skill "Cadenza", allowing party members to regain 50% of their total HP, and gain a temporary increase in evasion rate.
Aigis later inherits Orpheus in "The Answer". After the fight with Metis, who was threatening to kill everyone, Aigis reactivates after seeing images of the Protagonist and her friends in a "dream". Her summoning program goes into overdrive because of her strong desire to save everyone, and Athena transmogrifies into Orpheus.
 The New Orpheus
In FES, The Protagonist will have the chance to create a more powerful (palette-swapped) version of Orpheus, known as Orpheus Telos (Orpheus Kai in the Japanese version, the common suffix used by custom Personae prevalent in earlier incarnations of the series) upon maxing out all of the Social Links.
Igor will give the Protagonist the Cipher's Mask, allowing the fusion of Orpheus Telos via a set Hexagon Spread or a high-level Fool result Triangle Spread Fusion. The former is recommended to fill up all his skill slots, since the only level-up ability he learns is Victory Cry. Orpheus Telos is the only Persona who is able to inherit all kinds of skills, given that the power of the Cipher's Mask allows for limitless possibilities.
Orpheus Telos also has innate resistance towards all kinds of basic attacks, and is considered to be a mainstay for many when fighting "The Ultimate Opponent".
 Starting Skill List
Bash: Does light strike damage.
Agi: Does light fire damage.
Tarunda: Weakens enemy's attack.
Cadenza: Fusion Skill, (with Apsaras) Restores HP and increases evasion rate of all party members.
Victory Cry: Restores full HP and SP after winning a battle.