Suppose we are given an $n$-node, $m$-edge input graph $G$, and the goal is to compute a spanning subgraph $H$ on $O(n)$ edges. This can be achieved in linear $O(m + n)$ time via breadth-first search. But can we hope for \emph{sublinear} runtime in some range of parameters? If the goal is to return $H$ as an adjacency list, there are simple lower bounds showing that $Ω(m + n)$ runtime is necessary. If the goal is to return $H$ as an adjacency matrix, then we need $Ω(n^2)$ time just to write down the entries of the output matrix. However, we show that neither of these lower bounds still apply if instead the goal is to return $H$ as an \emph{implicit} adjacency matrix, which we call an \emph{adjacency oracle}. An adjacency oracle is a data structure that gives a user the illusion that an adjacency matrix has been computed: it accepts edge queries $(u, v)$, and it returns in near-constant time a bit indicating whether $(u, v) \in E(H)$. Our main result is that one can construct an adjacency oracle for a spanning subgraph on at most $(1+\varepsilon)n$ edges, in $\tilde{O}(n \varepsilon^{-1})$ time, and that this construction time is near-optimal. Additional results include constructions of adjacency oracles for $k$-connectivity certificates and spanners, which are similarly sublinear on dense-enough input graphs. Our adjacency oracles are closely related to Local Computation Algorithms (LCAs) for graph sparsifiers; they can be viewed as LCAs with some computation moved to a preprocessing step, in order to speed up queries. Our oracles imply the first Local algorithm for computing sparse spanning subgraphs of general input graphs in $\tilde{O}(n)$ query time, which works by constructing our adjacency oracle, querying it once, and then throwing the rest of the oracle away. This addresses an open problem of Rubinfeld [CSR '17].