A literary device is any technique an author uses to relay the intended message or the intended image. There are many different kinds of literary devices to become familiar with, including linguistic, sensual, and even plot devices (eNotes, "Guide to Literary Terms"). Many different devices can be found in the very first scene alone.
One device is a linguistic device in which an author uses figurative language to convey meaning. The figurative language device is called a simile, which is a way of giving something more description by comparing the thing to something else. Since the thing being described is not literally the thing it is being likened to, we call this figurative language. One simile can be found in the very first speech in the lines:
O, it came o'er my ear like the sweet sound,
that breathes upon a bank of violets,
Stealing and giving odour! (I.i.5-7)
Shakespeare is using the phrase "sweet sound" to actually refer to a breeze. Since a gentle breeze can make a soft, sweet sound as it blows through grass and trees, in this simile he is describing a gentle breeze blowing over violets, making their scent apparent and also diverting their scent. More specifically, he is likening the strain of music he just heard to this gentle breeze blowing over violets. Since he uses the word "like" in line 5, we know he is comparing the music to the breeze to give the music more description, and since the music is not also literally a breeze, we also know this is a type of figurative language.
A second literary device we can find in this same speech is another form of figurative language called apostrophe. Apostrophe is a type of personification, and personification happens when we give inanimate objects, animals, or even abstract ideas human traits. The difference is that with apostrophe, we are actually addressing the abstract idea as if it was not only human but physically present. Dr. Wheeler gives us the example of, "Oh, Death, be not proud" ("Literary Terms and Definitions"). In Orsino's same opening speech in Act 1, Scene 1, we see apostrophe in the line, "O spirit of love! how quick and fresh art thou" (9). Here, Orsino is addressing love as if it is actually present in human form and asking love why it is so "quick and fresh," meaning restless.