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Preludes are, generally speaking, "appetizers" for the suite. They introduce the key and many musical ideas which will be developed in the movements (dances) that will follow.
In Bach's case, Preludes acquire such a dimension that they stand alone as complete units, displaying all the German genius' creativity and spirit.
Above is a fragment of the oldest known prelude. You can read praeambula in the title (second word in the title). Preludes were originally meant for church organs. They were referred to as: "Crude and shapeless wanderings.. uninfluenced even remotely by song or dance.. fingers wander idly over the noisy keys presumably in order to loosen them up."
This description is probably very accurate especially since it comes from a time when music was not a free art form but was strictly associated to other activities such as dance or prayer. The praeambula was the first spark of an amazing revolution which would be coined in the words art music.
Bach was the essence of art music. He dedicated all his work to God but to Johannes, music was meant "to be worthy of" God. Therefore, when his genius was freed from the strict musical forms of the time and was allowed to wander in a free form such as the prelude, semi-miracles would result.
This is the reason why Bach preludes can stand alone as great masterworks. The soul of the composer stands out in every measure.
Hear me play: Prelude 1 for Cello, from my CD "Guitar Celebration"