The Prado is without a doubt one of the world's greatest art museums. But the road to acquiring and maintaining what would ultimately become the outstanding collection of the Prado was long and fraught with intrique.

The collection's beginnings date back to medieval Europe when nobility decorated the walls of their residences with paintings. When they died their art was sold at public auctions or donated to churches and monasteries. A good part of the collection of Isabella the Catholic and her husband John II, for instance, was given to the Royal Chapel in Granada.Monarchs sometimes commissioned works to be donated to their chapels, as well.

Charles V left the majority of his art collection to his heir to the throne, Philip II. It was Philip II who established a picture gallery of sorts called El Pardo, open only to nobility and people of intellectual distinction. Among the pictures in the catalog was a "Danae" by Titian. Many of the paintings in Philip II's collection were unfortunately destroyed by fire in 1604.

A picture gallery open to the general public was established in the monastery at El Escorial, not far from Madrid.

The amalgamation of paintings that was to become the nucleus of what is now displayed in the Prado took shape under Philip IV. He commissioned works from the most important artists of his time and included on his payroll the phenomenal Diego Velasquez and Flemish painter Peter Paul Rubens.

He ordered his ambassadors to buy important paintings from the liquidations of great estates and had Velasquez search for works of art in Italy. he returned to Spain with 41 stunning originals including paintings by El Greco.

A public gallery in Spain's capital city was established when the Society of Jesus was supressed and its extensive collection was moved to the San Fernando Academy. Prudence prevailed. Nudes from the collections of Charles V, Philip II and Philip IV were kept in closed rooms because Frair Joaquin de Eleta considered them scandalous. A counselor in the Academy prevented their destruction although the pictures were locked up until 1827.

This gallery remained open through the Napoleonic occupation but two exquisite works were lost, Titian's "The Sleeping Venus" and a "Danae."

It wasn't until 1814 that Ferdinand VII decided to establish a National Museum of Paintings in the Buenavista Palace in Madrid. Ultimately the collection was not displayed there, but in a stately Neoclassical structure on a wide avenue known as the Prado Boulevard. The building was designed by Juan de Villanueva to be the Museum of Natural Sciences. It was virtually completed in 1808. The interior was remodeled into a structure suitable for art and on Feb. 4, 1819, King Ferdinand paid it a visit to inspect the finishing touches. The museum opened with little fanfare soon thereafter.

The Prado's collection has miraculously escaped damage from warfare. The museum closed on Aug. 30, 1936, during the Spanish Civil War and works were evacuated first to Valencia and then to Switzerland. Only one painting was damaged. "The Charge of the Mamelucos" by Goya fell out of the truck in which it was being carried.

Some of the museum's priceless collection was endangered at the beginning of World War II, when it was on exhibit in Geneva. It was shipped home to Spain along secondary rail routes in unlighted cars and arrived unscathed.

The Prado's collection of masterpieces is astounding. I wander among the rooms to discover one famous painting after another. Hieronymus Bosch's "Garden of Earthly Delights" is perhaps the most puzzling. A number of articles have attempted to explain its meaning.

The painting has three parts. One depicts paradise, one depicts worldly pleasures and one depicts hell. Figures in the central panel of worldly pleasures are participating in a variety of carnal sins.

One interpretation claims that Bosch belonged to an Adamite sect that proliferated across nothern Europe during the middle ages. The group maintained that sexual liberty was one of the paths leading to salvation and the original innocence of Adam and Eve as described in Genesis. Clothing and marriage were considered tools of sin.

Other scholars believe the purpose of the work is not to endorse sin but to condemn it. They say the painting is a satire on mankind. Its message is that the human race is doomed to disgrace. Regardless of Christ's atonement, people will sin beyond redemption.

The painting's meaning may be enigmatic but its execution is not. Its bright colors and intricate detail are products of the 16th-century. Bosch probably painted the "Garden of Earthly Delights" in the last decade of his life. He died in 1516.

Bosch may be perplexing but Velasquez, Rubens and Goya are dumbfounding. I lose myself in the Velasquez galleries for two hours and am mesmerized by his "The Maids of Honor", painted in 1656, perhaps his most famous portrait of the family of Philip IV. The artist behind the easel is none other than Velasquez himself.

Goya's "The Executions of the Third of May" also brings me to a standstill. Painted in 1814, it depicts the destructive powers of war on mankind.

Picasso's "Guernica" is a variation on that theme inspired by Hitler's bombing of the small Basque town of the same name, annihilating the civilian population.

The black and white mural is considered Picasso's greatest masterpiece. It has a gallery all its own a block behind the main museum.

The Prado sits aside a wide boulevard in central Madrid that is more of a park than a street. Going and coming are almost as fascinating as a visit to the museum itself. At night elaborate fountains sparkle with light, turning an evening stroll into a romantic rendezvous.

An outdoor market specializing in antique books, posters and maps captures my interest as I walk toward the Prado early one evening. a seemingly intellectual crowd mills around the booths, thumbing intently through one publication after another. I pick up a book or two and discover they are of no interest to me. They are, of course, written in Spanish.

I continue to a small and intimate cafe considered the meeting place of artists, authors and intellectuals. Their conversation ambles along for hours. I simply observe, drinking my fill of orange juice, freshly squeezed and so sweet you don't even have to add sugar.

The Hotel Emperatriz is located off the Paseo do la Castellana, a continuation of the Paseo del Prado. I am tired after my day at the museum. I climb the stairs to my seventh-floor room and open the window to a refreshing view of the park across the street. I fall asleep to the sound of a gentle rain. My day at the Prado was well spent.

FOR INFORMATION about travel in Spain, contact your travel agent or the National Tourist Office of Spain, 8383 Wilshire Blvd., Suite 960, Beverly Hills, Calif., 90211, or call (213) 658-7188.