Beguiled by images of sunny Italy, a friend flew off to Rome one winter a few years back carrying only a light raincoat in case the nights proved chilly. He arrived in a snowstorm, slogged through slushy streets to his hotel and promptly came down with a bad case of sniffles that plagued him for the rest of his stay.

I had him clearly in mind when I headed for Europe for two weeks last winter on an off-season trip of my own, packing enough cold-weather gear to combat the next ice age. Happily, it turned out to be excess baggage. A warm sun caressed the Continent, and I seldom had to wear anything heavier than a sweater.Having toured Europe during almost every month of the year, I gradually have come to the conclusion that the off-season is best - that is, if you prefer to pursue, as I do, the Continent's historic and cultural treasures. My wife fancies gourmet dining, and that too is a satisfying winter sport.

Southern Greece, France and Italy remain mostly sunny in winter and temperatures are quite moderate. Without the searing heat of a summer day, you can explore the Palace of Knossos on the island of Crete and other classical ruins more comfortably. I've swum in the seas of Greece as early as April. Only the Alps are problematic in winter - unless, of course, you are a skier.

The weather obviously is a major consideration when planning a winter trip on the far side of the Atlantic. A certain self-discipline is needed to exchange the cold, dreary gray of a February morning at home for the prospect of the same thing in Frankfurt, Prague, Vienna, Brussels or London - all stops on my most recent itinerary. A fresh snowfall can transform Europe's old capitals into fairy-tale fantasies, but the illusion disappears quickly when you must wade through the inevitable slush.

On one mild but breezy February afternoon, I spotted several sightseers sipping coffee and nibbling rich pastries at an open-air cafe on the Grand Place, Brussels's playfully elegant old town square.

Only toward the end of my trip did bad weather intrude briefly, forcing an expensive change in plans. Fierce rain squalls hit the west coast of Britain and the Continent, canceling the ferry I had intended to take across the English Channel from Brussels to London. While the storm raged, I lingered in a warm and inviting cafe, eating heaping plates of fresh mussels and frites before flying to London. Unfortunately, the air fare cost $110 more than the ferry passage - but I had to move on.

Although Europe can't always promise gentle weather, winter has special compensations - as many travelers are discovering. A record 3.2 million Americans visited Europe during the 1988-89 off-season, a seven-month period extending from October through April.

Many winter travelers are eager to sample Europe's exciting cultural scene when the theater, opera, ballet and other performing arts are in full swing. Often there's something new. In London, we got orchestra tickets to a delightful new musical, "Noel and Gertie," about entertainers Noel Coward and Gertrude Lawrence. This winter, Copenhagen's famed Tivoli Gardens opens its gates for the first time in off-season for a series of star musical performances in the Tivoli Concert Hall.

Several European cities feature Christmas markets, where crafts workers and other vendors gather to sell holiday items. Brussels holds a medieval-style Christmas Market this winter from Dec. 7 to 9, with jugglers, musicians and magicians. And other markets are held annually at varying times in December in Vienna, Stockholm, Rome, Berlin, Munich and Nuremberg (where the event dates back to 1697). Venice celebrates Carnival this season with music and masks from Feb. 3 to 13.

In a way, Europe seems more European in the winter. I figure it's because the locals reclaim their cities when the summer visitors go home. You can distinguish them more readily on the streets and in museums, since their presence no longer is diluted by parades of Americans and other tourists pouring from a caravan of motor coaches.

In February, the folks around me taking in the superb collection of Bruegel paintings in Vienna's National Gallery of Art almost certainly were Viennese, or at least Austrians in town for a day from a neighboring community.

One tends to step more briskly in frosty weather, but I found the overall pace of last winter's trip to be a bit more relaxed than it might have been in summer. Maybe this is because winter days are shorter, and I could not cram too many activities into my itinerary.

Indeed, almost every aspect of European travel is easier when you are not competing with summer's throngs. You ask for a room with a view and maybe get it, show up at a fancy restaurant without reservations and are seated, exchange currency without standing in line, and enjoy the privacy - if you seek privacy - of an otherwise empty compartment on a train.

We booked first-class seats on the Zapadni Express from Frankfurt to Prague, which probably was a mistake since we sat alone most of the day. In a second-class car, we might have had a chance to talk to Czechoslovaks about the dramatic end of the Communist regime in their country. Our fellow passengers were in a festive mood, as we discovered when the dining car opened for lunch. They filled the tables immediately, laughing and chattering excitedly while the beer flowed freely.

I flew to Europe carrying a wool-lined raincoat, a ski hat, gloves, scarf, long underwear and rubber boots. I was prepared, although I probably could have left some of the stuff at home, even if the weather had turned awful. In Europe's cities, much of a tourist's day is spent indoors summer or winter-in museums, historic dwellings, concert halls, restaurants and your hotel. Despite the woolens, I actually tend to travel lighter in winter. You can wear the same dark clothing for days, and it continues to look reasonably fresh.

On the down side, the prospect of bad weather is surely the major drawback to winter sightseeing, but it's not the only one.

Stripped of leaves and blossoms, the gardens that enhance many of Europe's historic buildings can only hint of their summer beauty, and the fountains are shut off.

Some offbeat attractions, such as Bruegel's mausoleum in Brussels, are closed during the off season. I am a Bruegel fan and wanted to pay my respects on my first visit to Brussels, but I couldn't because the site is open only in summer.

And those lofty European cathedrals, which are pleasingly cool in summer, turn almost frosty in mid-winter regardless of the temperature outside. If you are looking for sanctuary from a chill wind, head for a cafe instead.

In my mind, I make only one concession to winter. I like to stay in an especially nice hotel or pension. If the weather gets really nasty, I can curl up in my room for an afternoon with a good book.