It was the first day of school, and the little boy with the blond hair was nervous. All decked out in a multicolored jersey, red shorts and red shoes, he climbed from the family's blue station wagon and squirmed around shyly, hands in his pockets, until the headmistress knelt down to take his hand. When someone called his name, he waved halfheartedly, then suddenly bolted down the stairs into the white Victorian schoolhouse, leaving his mother smiling and his father looking bemused on the sidewalk. This was no ordinary kid getting the willies at leaving home; it was Prince William, 3, elder son of Prince Charles and Princess Diana, and he was making history. More than 100 reporters and photographers, all carefully frisked and watched by more than 30 police and plainclothesmen, had awaited his arrival at 11 Chepstow Villas, which had been combed by police dogs. And when he scurried into Mrs. Mynors' Nursery School at 9:35 in the morning, William became the first member of the royal family to go to preschool outside the soothing confines of Buckingham Palace during more than a millennium of royal rule.

The school, located in a racially and economically mixed area of London, is run by Jane Mynors, 43, the daughter of an Anglican bishop. Its 36 children are divided into three groups named cygnets (William's bunch), little swans and big swans. Like most London nursery schools, Mrs. Mynors uses the Montessori method: The children are allowed to proceed at their own rate, with a daily regimen of clay modeling, painting and, sometimes, singing lessons. William, who will go to school two or three times a week at a cost of about $280 a term, is not the only William in attendance, although he is the only one with a personal bodyguard. The other, older William is called William B. to tell the difference.

Two hours after he entered, the chauffeur-driven station wagon picked up the prince and carried him home to Mum and Dad. "He liked it," was all Mrs. Mynors would say. Sure enough, as his driver pulled away, William proudly held up the fruits of his first day's labors for the eager press: a paper finger puppet of a mouse he had made all by himself.