On a foggy morning in late November, a train from Warsaw arrives into St. Petersburg. Two men in third class strike up a conversation. One is Prince Lev Nikolayevich Myshkin, a fair-haired man with a white beard and blue eyes. The other is Parfyon Rogozhin, a short, dark-haired man with small gray eyes. Not long after, a third man, who is short, stocky, and has a red nose, joins in the conversation. A low-ranking civil servant named Lebedev, he seems to know everything about everyone in St. Petersburg. Rogozhin treats Lebedev somewhat contemptuously.

Prince Myshkin, whose clothing seems a bit strange for a Russian and whose entire belongings fit into a small bundle, is returning to Russia from Switzerland after an absence of four years. He left Russia due to an illness, "idiocy" combined with a type of epilepsy. A Mr. Nikolai Andreeyevich Pavlishev supported Myshkin's treatment until he died two years ago. After Pavlishev's death, the Prince's doctor, Dr. Schneider, funded his patient's stay in the clinic in Switzerland. In St. Petersburg Myshkin is hoping to meet his distant relative, Madame Yepanchin, to whom he wrote a letter but received no reply. She is the wife of General Yepanchin and the last princess in the Myshkin line, just as Myshkin is the last prince.

Rogozhin, wearing a large sheepskin-lined coat, is returning from the Russian city of Pskov to claim his inheritance of two and half million rubles after his father's recent death. Rogozhin left St. Petersburg five weeks ago after angering his father with an incident involving a certain Anastassya Filippovna Barashkov, who had been the mistress of a rich, fifty-five-year-old nobleman named Afanassy Ivanovich Totsky. After hearing about Nastassya Filippovna and seeing her once at the ballet, Rogozhin began to harbor a deep passion for her. When his father gave him several bonds to pay off some family debts, Rogozhin sold the bonds and bought Nastassya Filipovna diamond earrings worth ten thousand rubles. After his father found out, Rogozhin ran away to an aunt in Pskov, where he suddenly fell with a fever.

As the train pulls into the station, Rogozhin extends an invitation to the Prince and promises to have new clothes made for him, after which both of them can go to Nastassya Filippovna's. Myshkin thanks Rogozhin and accepts the invitation. When Rogozhin asks Myshkin a question about women, the prince replies that he has not known many women on account of his illness.

From the train station, the Prince heads straight to the house of General Yepanchin. Although the son of a soldier, General Yepanchin rose through the ranks by knowing how to act around the right people. Yepanchin is now a rich and powerful fifty-six-year-old with a wife and three daughters, Alexandra, Adelaida, and Aglaya, who are twenty-five, twenty-three, and twenty years old, respectively. All three daughters are very educated, pursue the arts, and are very pretty—particularly the youngest, Aglaya.

Upon arrival, Myshkin is met by a servant and then an administrative assistant to the General, both of whom regard the prince with suspicion, thinking him a dubious individual who has come to ask the Yepanchin for money or for some favor. Myshkin reassures the assistant that his only intention is to introduce himself to the general.