Final answer:
The character depicted in the image who was trying to set up their own oracle is Socrates, as shown in Plato's Apology.
Step-by-step explanation:
The character depicted in the image who was trying to set up their own oracle is Socrates. In Plato's Apology, Socrates investigates the oracle's response that he is the wisest of men. He interprets the oracle's response as saying that he is wisest because he alone realizes that human wisdom is worth little or nothing. This realization is important for Socrates's own self-examination and provides an important lesson for philosophy students.