Last autumn in Vienna I went into what used to be called a record shop, hoping to buy a DVD. But as this was Vienna, where they still take their music seriously, the CD shops I visited don’t stock DVDs. There was no other customer in the shop on that particular morning, and the man behind the counter was friendly and civilised, so I came away with a full-priced boxed set of CDs I had not intended to purchase. It has given me hours of pleasure and inspiration ever since.

I was a little bit ahead of the game, because this set of Brahms symphonies played by the Leipzig Gewandhaus Orchestra under Riccardo Chailly had not yet garnered the glowing reviews they would subsequently receive. I bought the set because I had just heard Chailly conduct his Leipzigers in the Fourth Symphony and the Violin Concerto (with Leonidas Kavakos giving a fascinating, angst-ridden performance) at the Musikverein and had loved the burnished sound they had made and the clarity and power of the interpretations. But how much of my life, seriously, was I going to spend listening to Brahms symphonies?

And here comes the admission: as a teenager, I did not like Brahms’ symphonies at all. If someone had asked me the famous question posed in Françoise Sagan’s Aimez-vous Brahms? (1959), the answer would have been a decisive “Non”.

In particular, I could not get on with the first symphony in C minor, which Brahms spent more than 20 years composing. I found it, especially the first movement, stodgy and constipated. This symphony spoke to me of someone trying too hard; wrestling with a giant ghost, perhaps. By contrast, I loved the symphonies of Brahms’ great friend and protégé Antonín Dvorák, which seemed to possess all the instinctual flow, naturalness and released energy I could not find in Brahms – or at least in the symphonies.

Chailly and the Leipzigers set the first symphony free. No more stodge or constipation; instead, there is urgency and propulsion from the very first bar – necessary to take us through the taut complexities of a long and agonised movement. But then Chailly finds great delicacy and tenderness in the two middle movements – Brahms, unlike Beethoven, tends to relax in middle movements – before tremendous passion and excitement in the finale, with its great long tune and noble brass chorale.

This first symphony has taken us on a vast emotional journey, through a young man’s torment and self-doubt to hard-won artistic triumph and maturity. Once he had written it, Brahms felt a huge sense of relief and completed his radiant second symphony within a few weeks.

The second symphony is everything the first is not. It’s an Arcadian work, glowing with delight though also haunted with shadow (“Et in Arcadia ego”). And it ends with Brahms letting his hair down, in a rambunctious peal of trumpets that never fails to get my animal spirits racing.

I think I should interrupt the guided tour here and try to give a broader view of the matter. Brahms’ symphonies sit there solidly in the middle of the classical repertoire. You could take them for granted or pass them by as too boringly middle-of-the-road. Some, of course, would write them off, together with the whole of the classical repertoire, as “elitist”. But symphonies, as well as being musical statements, are also statements about life. Composers after Beethoven and Schubert knew the bar had been set high but they had been given something to emulate. The 19th- and early 20th-century symphony would, at its best, be the equivalent of the great 19th- and early 20th-century novel – the most comprehensive possible statement of a world view, a philosophy of life. That is why these symphonies matter – as much as Middlemarch or War and Peace – and why the finest musicians, and audiences inspired by them, constantly return to them and find something fresh.

Let me return to my little box of wonders. The third symphony has always seemed the most elusive of the four – Claudio Abbado said it was one of the hardest of all classical works to conduct – but it has now become, by a short head, my favourite. What makes it tricky for conductors is that all four movements end quietly. No other symphony I know ends remotely like this one, in a long ebb tide, with the effect of a gathering and mysterious calm. Some have said it feels like resignation but I hear something more like wide-awake acceptance of life’s transience.

The great fourth symphony moves through moods of tender regret and exuberant energy to its tragic conclusion, the starkly magnificent finale in the form of a passacaglia. As Chailly and the Leipzigers play them, the variations gather force inexorably towards the shattering final chords. Brahms offers no transcendence or religious consolation, just granitic strength in the face of inevitable loss. These four masterworks turn out to have so much more to give than any one person could ever receive.

harry.eyres@ft.com, @sloweyres

More columns at ft.com/eyres

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