This poetic title promotes the fundamental Romantic notion that creative expression is the product of the artist's unrestricted imagination.
In addition, the connotations of "fantasy" justify the sudden mood changes.
The three individual pieces are:[1] The first piece is in A minor and begins dreamily with hints of melancholy, but concludes with a resolution and hope in A major, looking forward to the next movement.
The pace suddenly drives into a frenzy of passion and fiery energy, bordering on the irrational, and at times quoting motifs from both of the previous two pieces.
The movement pushes the players to their limits as Schumann labels each of the last two sections (of three) of the coda "schneller" (faster).