Io enters, wearing horns or some other costume piece to signify that she has been transformed into a heifer. Although she describes some of her sufferings to the audience, the Athenians were already familiar with this myth. Here is an overview of Io's situation, some of which is covered in the play.
Io was a priestess of Hera at Argos. Zeus fell in love with her, but to protect her from Hera's jealousy he transformed her into a cow. Hera, seeing through the ruse, asked for the cow as a gift, and Zeus had no choice but to accept. The cow Io was first watched by the many-eyed beast Argos, but, after the beast was slain by Hermes, she was pursued by a gadfly.
Io, lamenting her fate, finds Prometheus, apparently by chance. He addresses her by name, and they speak. She is surprised to learn that he is Prometheus. She asks him to tell her how much more she will have to suffer. He hesitates, fearful of breaking her spirit, but eventually she persuades him. The Chorus asks to hear Io's story in full. She says that she was haunted by dreams telling her that Zeus desired her for a lover. When she told her father, he sent inquiries to the Oracle of Apollo. At first, the Oracle's pronouncements were vague, but eventually they commanded him to turn her out of the house. Io, newly homeless, found herself transformed into a cow. She wandered, first driven by cruel Argos, now driven by the gadfly. She flees from land to land.
The Chorus is deeply moved by her story. Prometheus tells her that many more sufferings are to come. He describes her long future wanderings, from land to land at the very eastern edge of Europe. Eventually, she will wander down to the Black Sea and cross over into Asia. The place will always be remembered for her crossing, and be called "Cow's Crossing," or Bosporus.
Prometheus addresses the Chorus, telling them to behold the extent of Zeus's cruelty. He loved the girl, and yet he is responsible for her suffering. Io cries out in pain, but Prometheus tells her that he has only recounted part of her sufferings. He also tells her that he himself cannot die, and so will only be freed if Zeus falls from power. Io asks eagerly if that day will ever come. Prometheus predicts that Zeus will make a marriage that undoes him. He will take a wife who will bear a son stronger than he. And his only hope for saving himself will be freeing Prometheus. Prometheus will be freed, in fact, by one of Io's descendents. Prometheus offers her the choice of two stories: either her own troubles or the story of Prometheus' rescuer. The Chorus asks Prometheus to tell Io the first story, and tell the Chorus the second.
Io's entrance may seem bizarre to readers. By the standards of the Poetics of Aristotle, the play's structure is episodic and weak; Io's entrance seemingly has little to do with any kind of central action. Beyond the parallel of her sufferings to Prometheus' own punishment at Zeus' command, her role may not be clear. But the reader has to remember that Prometheus Bound is only one part of an entire trilogy devoted to the titan. The two companion pieces have been lost, but we can guess that the trilogy concludes with Prometheus' destined freeing by Hercules. We have nothing except the title for one of the two other plays: Prometheus the Fire-bearer. Even then, scholars do not know whether Prometheus the Fire-bearer is the first or last play of the trilogy. Prometheus Bound is either first or second in the series.
Unlike Sophocles and Euripides, Aeschylus wrote only trilogies. His Oresteia is the only cycle where all three plays have come down to us intact, but if it serves as any indicator, we can infer that the complete cycles were works of incredible power, structured and planned magnificently. We are also sure to be handicapped in reading the plays whose companion pieces have been lost. Agamemnon, while a masterpiece in its own right, is not adequate for understanding the scope and depth of Aeschylus' vision in The Oresteia. Likewise, Prometheus Bound, though among the most powerful and moving of the Greek plays, is only one part of a larger work.
In this context, Io's entrance makes sense. In a trilogy where fate and the design of destiny would undoubtedly be key themes, Io foreshadows Prometheus' later freedom. Her seemingly chance encounter with him shows the bond these two sufferers share. That bond goes beyond merely suffering at the hands of the same deities; these two unfortunate people are linked by fate. Prometheus alleviates Io's suffering through his gift of prophecy. Unlike his gift of blind hope to men, Prometheus' gift to Io helps her by arming her with knowledge. As the Chorus says, "Speak, tell us the end. For the sick it is sweet to know / what pain is still to come and to know it clearly" (ll. 698-9). She can face her future, however bleak, and accept it. Prometheus is also able to give her advice about which peoples to fear, which regions to avoid. Io will help Prometheus merely by surviving, for her descendent will be Hercules, and Hercules will set Prometheus free.
Io's speech describing what has happened to her is evocative, and frightening. Aeschylus has taken a well-known myth and breathed powerful life into it by having the girl describe the experience in highly subjective terms. The well-known courtship story of Io and Zeus is retold from the perspective of a frightened young girl, whose nightmares gave her commands she could not interpret. The mystery of the oracle, followed by its cruel command, continues this sense of dread at the unknown. The power comes not from a grasp of human psychology (that gift was the genius of Euripides, not of Aeschylus) but from a sense of dread and a kind of sensual directness. The pain of the gadfly, the distortion of form both "form and mind were changed," emphasizing human separation of animals as being mental, as well as physical all contribute to tremendous audience sympathy for Io, as well as fear and pity for her plight.
Most scholars think that Prometheus' trump card, his knowledge of a future disastrous marriage, was Aeschlyus' addition to the story. Aeschylus gives the titan prophetic knowledge about a marriage that will undo the king of the gods. Although he does not give names, the Greek audience would have known that the titan was referring to Thetis (not to be confused with Themis). Zeus's match with Thetis, according to myth, would produce either a powerful goddess, destined to be her father's favorite child, or a son capable of overthrowing Zeus himself.
Through this addition to the story, Aeschylus emphasizes Prometheus' role as the caretaker of privileged knowledge. He knows what will happen, and when, and that through these events he will be free. But he also knows that in the meantime he will suffer. His plight recalls great visionaries like Galileo or Joan of Arc or Euripides, condemned in their own lives but revered afterward, who were forced to suffer the judgments of people incapable of understanding them.
But we also see by now the power of Prometheus' charisma. He is an intensely appealing character, and part of this power is his ability as a storyteller. The Chorus is enraptured by his stories. When he gives a choice between hearing of Io's fate or his own, the Chorus implores him not to deny the pleasure of knowing both. Prometheus' appeal for the human audience is automatic. He is man's champion, creator, and a prototypical Christ figure. He is a symbol for man against the gods. But by the Chorus' reactions, their deep sympathy for his pain, and the choice they make later in the play, Aeschylus establishes that Prometheus' charisma affects more than just mortal creatures.