According to Herodotus, Athenians sent messengers to the oracle in Delphi to ask for advice...
This happened in Autumn of 481 BC.
Athens: Help! Please advise us, Oracle.
Oracle: You will be saved by wooden walls.
Themistocles, an Athenian general, believed this meant that the navy and ships were key to success. This was backed up with the fact that Persians needed boats to bring them supplies.