Interest in medieval Catholicism and in folk-lore is one of the most prominent traits in the Romantic movement, which reached its culmination during the boyhood of Heine. The history of Heine's connection with this movement is foreshadowed by the circumstances of his first contact with it. He tells us that the first book he ever read was Don Quixote (in the translation by Tieck). At about the same time he read Gulliver's Travels, the tales of noble robbers written by Goethe's brother-in-law, Vulpius, the wildly fantastic stories of E.T.A. Hoffmann, Schiller's Robbers; but also Uhland's ballads, and the songs collected by Arnim and Brentano in The Boy's Magic Horn. That is to say: At the time when in school a critical and skeptical mind was being developed in him by descendants of the age of enlightenment, his private reading led him for the most part into the region of romanticism in its most exaggerated form. At the time, furthermore, when he took healthy romantic interest in the picturesque Dusseldorf life, his imagination was morbidly stimulated by furtive visits to a woman reputed to be a witch, and to her niece, the daughter of a hangman. His earliest poems, the Dream Pictures, belong in an atmosphere charged with witchery, crime, and the irresponsibility of nightmare. This coincidence of incompatible tendencies will later be seen to account for much of the mystery in Heine's problematic character.

It having been decided, perhaps because the downfall of Napoleon shut the door of all other opportunity, that Heine should embark upon a mercantile career, he was given a brief apprenticeship, in 1815 at Frankfurt, in the following years at Hamburg, under the immediate patronage of his uncle Salomon who, in 1818, even established the young poet in a dry goods business of his own. The only result of these experiments was the demonstration of Heine's total inaptitude for commercial pursuits. But the uncle was magnanimous and offered his nephew the means necessary for a university course in law, with a view to subsequent practice in Hamburg. Accordingly, after some brushing up of Latin at home, Heine in the fall of 1819 was matriculated as a student at the University of Bonn.

In spite of failure to accomplish his immediate purpose, Heine had not sojourned in vain at Hamburg. He had gained the good will of an opulent uncle whose bounty he continued almost uninterruptedly to enjoy to the end of his days. But in a purpose that lay much nearer to his heart he had failed lamentably; for, always sensitive to the charms of the other sex, Heine had conceived an overpowering passion for his cousin Amalie, the daughter of Salomon, only to meet with scornful rebuffs at the hands of the coquettish and worldly-minded heiress. There is no reason to suppose that Amalie ever took her cousin's advances seriously. Her father certainly did not so take them. On the other hand, there is equally little reason to doubt the sincerity and depth of Heine's feelings, first of unfounded hope, then of persistent despair that pursued him in the midst of other occupations and even in the fleeting joys of other loves. The most touching poems included among the Youthful Sorrows of his first volume were inspired by Amalie Heine.

At Bonn Heine was a diligent student. Though never a roysterer, he took part in various extra-academic enterprises, was a member of the Burschenschaft, that democratic-patriotic organization so gravely suspected by the reactionary governments, and made many friends. He duly studied history and law; he heard Ernst Moritz Arndt interpret the Germania of Tacitus; but more especially did he profit by official and personal relations with A.W. Schlegel, who taught Heine what he himself knew best, namely, the secret of literary form and the art of metrical expression.

The fall of 1820 saw Heine at Göttingen, the Hanoverian university to which, shortly before, the Americans Ticknor and Everett had repaired and at which in that very year Bancroft had attained his degree of doctor of philosophy. Here, however, Heine was repelled by the aristocratic exclusiveness of the Hanoverian squires who gave the tone to student society, as well as by the mummified dryness of the professors. In marked contrast to the patriotic and romantic spirit of Bonn he noted here with amazement that the distinguished Germanist Benecke lectured on the Nibelungenlied to an auditory of nine. His own residence was destined this time to be brief; for serious quarrels coming to the ear of the faculty, he was, on January 23, 1821, advised to withdraw; and in April he enrolled himself as a student at the University of Berlin.

The next three years were filled with manifold activities. As a student Heine was deeply impressed by the absolute philosophy expounded by Hegel; as a Jew he lent a willing hand to the endeavors of an association recently founded for the amelioration of the social and political condition of the Hebrews; in the drawing room of Rahel Levin, now the wife of Varnhagen von Ense, he came in touch with gifted men and women who were ardent admirers of Goethe, and some of whom, a quarter of a century before, had befriended Friedrich Schlegel; and in the subterranean restaurant of Lutter and Wegener he joined in the revels of Hoffmann, Grabbe, and other eccentric geniuses. Heine now began to be known as a man of letters. After having, from 1817 on, printed occasional poems in newspapers and magazines, he published in December, 1821 (with the date 1822), his first volume, entitled simply Poems; he wrote newspaper articles on Berlin and on Poland, which he visited in the summer of 1822; and in the spring of 1823 he published Tragedies together with a Lyrical Intermezzo—two very romantic and undramatic plays in verse, separated in the volume by a short series of lyrical poems.

Meanwhile Amalie Heine had been married and Harry's parents had moved to Lüneburg. Regret for the loss of Amalie soon gave way to a new passion for a very young girl, whose identity remains uncertain, but who was probably Amalie's little sister Therese. In any case, Heine met the new love on the occasion of a visit to Lüneburg and Hamburg in the spring of 1823, and was haunted by her image during the summer spent at Cuxhaven. Here Heine first saw the sea. In less exalted moods he dallied with fisher maidens; he did not forget Amalie; but the youthful grace and purity of Therese dominate most of the poems of this summer. The return from the watering place gave Heine the title The Return Home for this collection of pieces which, when published in 1826, was dedicated to Frau Varnhagen von Ense.

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