From the cathedral we were taken to an official reception at the Mairie, and then to the Royal train that my brother had sent to bring us to Madrid; and we were started on our railroad journey with cheering and congratulations, in great state, among officers of the Court and personages of the Government. It was a journey that lasted all night, and the train was stopped at every station so that we might smile and bow to the crowd. At first I enjoyed it; it was exciting. But when it grew dark and I was tired and wanted to sleep, I found I had to wake up to be shown to the people, who came even in the middle of the night to see us pass. I rebelled. My mother insisted. “Very well,” I said, “I’ll make silly faces at them, and they’ll think you have an idiot for a daughter.” My mother was furious, but she knew that I would do it, so she left me alone, and I slept. I had learned that we were not going direct to Madrid, but to the palace of the Escurial, in the mountains, a little distance from the capital. It was not considered wise that my mother should go to Madrid, because her presence there might encourage [Illustration: THE KING’S STUDY IN ESCURIAL] the formation of a party in her favour as a rival to her son, and because it was necessary to avoid any appearance that the King was taking directions from her in affairs of State--in short, because the men who had recalled my brother were willing to have my mother and her children in Spain, but were not willing to have her rule there. This fact, for me, rather took away the sweet odour of sincerity from the incense that had been burned for us; but it did not seem to make any difference to my mother, who accepted such considerations as matters of course. My brother met our train at a station some distance from Madrid, and we had a little family reunion that was very happy. He was so glad to have us and we to have him. My mother insisted that he must scold me for threatening to make faces at the people, but he laughed and would not. He joked and chatted gaily with me, as we used to in the old school days that seemed already so far away; and he promised that in a little time he would be able to have us with him in Madrid, where we should be very jolly together. He accompanied us to the Escurial, which we approached from the mountains, so that we looked down on it. It was built in a square, with a wing coming out of one side like a handle. “What a funny palace!” I said. “It is the shape of a frying-pan.” My brother told me that this was intentionally so; that Philip II. had dedicated the palace to St. Lorenzo, who had been martyred on a gridiron; and the shape of the building was designed to remind the kings that if they were wicked they would be fried in hell. I enjoyed with him the charming _naïveté_ of the symbolism. He was no more illiberal than I about his religion. Indeed, I think he was the only King of Spain who did not constantly go to confession.