CAROLINE MATILDA, Princess; birth of, 15; account of her youth, 33; her vivaciousness and sweetness of temper, 34; her manners and person, 35; her education, _ib._; her character, 35, 36; her correspondence, 37-43; proposal of marriage on behalf of, 40; her feelings, 41; makes her public appearance at Court, _ib._; her letter to the Princess Mary of Cassel, 42; public opinion favourable to her marriage, 43; message from the crown for a grant upon the occasion of her marriage, 44; her marriage solemnized at the Chapel Royal of St. James', _ib._; her departure for Copenhagen, 45; her anxious feelings, 45, 46; her letter to her brother, the Duke of York, 45; her enthusiastic reception at Altona, 47; loyal addresses to, 48; her youth and inexperience, 48, 49; her arrival at Copenhagen, 81; her marriage, 84; her warm reception, 85; warnings respecting her 86, 87; her household, 88; feelings of the royal family of Denmark towards, 88, 89; various festivals and amusements in honour of, 90; her own account of the journey to Copenhagen, written to her brother, the Duke of York, 92 _et seq._; her description of Holstein and Copenhagen, 94, 96; her coronation, 98; her first quarrel, 99; her letter to her brother previous to his death, 101; letter to her mother, the Princess Dowager of Wales, 102; insulted by her husband, 103, 104; gives birth to a son and heir, Frederick VI., 108; her ladies and maids of honour, 126; her life at home during her husband's absence, 159 _et seq._; her letter to Princess Amelia, respecting her husband's dissolute life, 161; her letter to Princess Mary of Hesse Cassel, 196; visit of her brother, the Duke of Gloucester, 198; greatly humiliated by the insignificant part she played at court, 213; her acquaintance with Dr. Struensee, 215 _et seq._; her familiarities with him create suspicion, 226, 227; accompanies her husband in his journey to Schleswig and Holstein, 228; her incautious levity, 232; interview with her mother, the Dowager Princess of Wales, 248, 249; coldness of, towards her brother, George III., 249, 250; her favourite residence, the palace of Frederiksborg, 250, 251; her free and easy manners and masculine dress give offence, 264; her fondness for hunting, 282, 283; her costume and personal improvement, 283; her beautiful appearance described in the recollections of an old chamberlain, 284; mad freaks of her husband, 291, 292; her dissipated habits, 292, 293; establishes the Order of Matilda, 314; gives birth to a princess, 345; her close intimacy with Struensee, 377;