We report the detailed electronic structure of WTe2 by high resolution angle-resolved photoemission spectroscopy. We resolved a rather complicated Fermi surface of WTe2. Specifically, there are in total nine Fermi pockets, including one hole pocket at the Brillouin zone center Γ, and two hole pockets and two electron pockets on each side of Γ along the Γ-X direction. Remarkably, we have observed circular dichroism in our photoemission spectra, which suggests that the orbital angular momentum exhibits a rich texture at various sections of the Fermi surface. This is further confirmed by our density-functional-theory calculations, where the spin texture is qualitatively reproduced as the conjugate consequence of spin-orbital coupling. Since the spin texture would forbid backscatterings that are directly involved in the resistivity, our data suggest that the spin-orbit coupling and the related spin and orbital angular momentum textures may play an important role in the anomalously large magnetoresistance of WTe2. Furthermore, the large differences among spin textures calculated for magnetic fields along the in-plane and out-of-plane directions also provide a natural explanation of the large field-direction dependence on the magnetoresistance.