During
renaissance & baroque times it was common to improvise a
prelude before you got started in the performance proper; one
of the reasons was to get the player and the listener into the
right mood - and in the same mood as one another: another
point was to check the physical, the harmonic, tuning within
the instrument:
There
are plenty of written examples, though it was always improvised
at first: the teaching books from earlier times describe rather
clearly how you do it.
These
versions useQuickTime
- there
are YouTube version here