This work explores the nature of Romantic literature that was about to be born in Friedrich Schlegel's texts during the years around 1800. The main object of the study is the possibility of thinking of Romantic literature as an attempt to integrate literature and philosophy. The question that needs to be answered is the following: is it possible to see Schlegel's idea of Romantic literature as a daybreak or nightfall between the daylight of reason and the mysteries of creation? And secondly: if it is possible to think of Romantic literature as a combination of reflection and productive fantasy, then: how should we read and treat the exemplary Romantic novel - Friedrich Schlegel's "Lucinde"?