Long story short for the introduction: Orion (Ὠρίων) was a famed hunter who has a lot of mythology to his name. He is the son of Poseidon and has the ability to walk on water.It is said that he once, when drunk, tried to force himself upon Merope, the daughter of Oenopion and was blinded and exiled because of it. Hēlios eventually healed his injury and restored his eyesight. After a failed vengeance attempt, Orion came to Krete and begun to hunt with Artemis. According to Hyginus' Astromomica, this eventually lead to his downfall:
"Orion since he used to hunt, [...] felt confident that he was most skilled of all in that pursuit, said even to Diana [Artemis] and Latona that he was able to kill anything the produced. Earth [Gaea], angered at this, sent the scorpion which is said to have killed him. Jove [Zeus], however, admiring the courage of both, put the scorpion among the stars, as a lesson to men not to be too self-confident. Diana, then, because of her affection for Orion, asked Jove to show to her request the same favour he had given of his own accord to Earth. And so the constellation was established in such a way that when Scorpion rises, Orion sets." [2.26]
In this scenario, the Scorpion was admitted into the heavens as well, along with his hunting pack and his greatest hunt: the Lepus the hare. Hyginus presents other versions of the myth as well, however:
"Some say that Orion lived with Oenopion in too close intimacy, and wanting to prove to him his zeal in hunting, boasted to Diana, too, what we spoke of above, and so was killed. Others, along with Callimachus, say that when he wished to offer violence to Diana, he was transfixed by her arrows and fashioned for the stars because of their similar zeal in hunting.
Istrus, however, says that Diana loved Orion and came near marrying him. Apollo took this hard, and when scolding her brought no results, on seeing the head of Orion who was swimming a long way off, he wagered her that she couldn’t hit with her arrows the black object in the sea. Since she wished to be called an expert in that skill, she shot an arrow and pierced the head of Orion. The waves brought his slain body to the shore, and Diana, grieving greatly that she had struck him, and mourning his death with many tears, put him among the constellations." [2.34]
The constellation Orion is mentioned in Horace's Odes (Ode 3.27.18), Homer's Odyssey (Book 5, line 283) and Iliad, and Virgil's Aeneid (Book 1, line 535). The constellation is visible at latitudes between +85° and −75°, and best visible at 21:00 (9 p.m.) during the month of January, so keep your eyes to the sky.