The oracle bones that I have heard of were bones or turtle shells used by Chinese people in ancient times. These were used to tell fortunes.
The basic idea is that you would write a question on these bones or pieces of turtle shell and then throw them in fires. As they would heat, they would split. Then someone who supposedly knew how to do it would "read" the splits in the bones to see what kind of characters they seemed to resemble. This would give you answers to the questions you had asked.