Because Orpheus was the son of the muse Calliope and demonstrated surreal musical talent, Apollo, of course, had to gift him a lyre.
Apollo only spent a day teaching him how to play it but young Orpheus was already practically an expert by the end of it. (Apollo had to suppress his God pride by leaving asap, and by taking credit for Orpheus's swift progress in playing the lyre)
The excited, poor boy played his lyre every waking hour, attracting customers to stop by the pub next to the railroad line just to listen to him play.
And in the next month, one of the lyre strings miraculously snapped while Orpheus was playing.
He was so distraught. In his shame, he sought to never let Hermes find out.
Hermes found out in the next hour. He walked back into the pub, seeing the poor boy asking the patrons for any spare strings and for tips (because the God was paying him a dime an hour) and very clearly without the lyre that Orpheus refused to part with for the last month.
When Hermes pulled young Orpheus aside to ask him about the instrument, the latter hesitantly brought it out and wordlessly handed it to the Messenger - his bearing spoke enough. Orpheus had his head hung low, refused to make eye contact, was wringing his hands, and his foot was tapping agitatedly.
It was unimaginable not to pity the boy.
Hermes hadn't said anything to Orpheus, he just grabbed his winged jazz shoes and winged fedora and flew up to Mount Olympus.
After some convincing, the reluctant Apollo fixed up the lyre's strings, making them as strong as the strings were before - which should've been impossible to break in the first place (but eager kids somehow break something all the time, so).
Orpheus was delighted to have his lyre fixed and he promised Hermes that he'd work even harder at the pub. With Hermes's advice to take it easy on the lyre and with the poor boy working double time at the pub, Orpheus played the lyre way less often.
The same string snapped in the following month while the boy was playing.
Alas, the cycle of breaking a string and going up to Olympus every month continued on for a few years (which really did make Apollo fed up at some point, but it was unwise to shoot the Messenger, and the child he took under his wing)
But finally, the boy managed to play the lyre to his heart's content without worrying about snapping a string in the following month. (Don't ask why brother, don't ask how)
Which was fortunate because it would've been really inconvenient if a string broke during Epic III, considering how tirelessly he worked on the song to bring back Spring and his wife, Eurydice.
