From Wikipedia:

According to the Christian writer Clement of Alexandria, Dionysus was guided in his journey by Prosymnus or Polymnus, who requested, as his reward, to be Dionysus' lover. Prosymnus died before Dionysus could honor his pledge, so to satisfy Prosymnus' shade, Dionysus fashioned a phallus from a fig branch and penetrated himself with it at Prosymnus' tomb. This story survives in full only in Christian sources, whose aim was to discredit pagan mythology, but it appears to have also served to explain the origin of secret objects used by the Dionysian Mysteries.