The play opens with a scene of patricians and friends of the imperial court, nervously discussing Emperor Caligula’s absence. The scene takes place shortly after the death of the emperor’s sister and lover Drusilla. Caligula has wandered off into the countryside, with no one knowing where he has gone or when he might return. Some of the characters try to dismiss the situation as being of little concern—Helicon, a young associate of Caligula’s, holds this opinion. Others, like Cherea, view it as a sign of trouble. Scipio, another young friend of the emperor’s, arrives to bear the news that there is still no word of Caligula. Scipio appears disturbed—not only by Caligula’s absence, but also from the patricians’ discussion of Caligula’s character.

After the patricians leave the scene, Caligula appears alone on stage, muddy and bedraggled. He catches sight of himself in a mirror before Helicon reenters and sees him standing there. Caligula reports that he has been trying to catch the moon, but that he’s not acting erratically—rather, he “suddenly felt a desire for the impossible” (8). He has concluded that the world is irreparably bad; the truth is that “men die; and they are not happy” (8).