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WINDS OF CHANGE by Harold Macmillan. 584 pages. Harper & Row. $10.

The Duke of York (who later became King of England) and Thomas Hardy attended his wedding, and a cousin, who later became a bishop, performed the ceremony. The bride's father was the Duke of Devonshire and Governor General of Canada, and the tribe of Cavendishes was represented in all its complex consanguinity, unrivaled since the virtual disappearance of the Bourbons from Europe.

The groom was Captain Harold Macmillan, a Grenadier Guard, Old Etonian and classical scholar of Balliol, who would almost certainly never have written a book about himself (the family publishes, but does not write) had he not also, by the laws of the British invention called natural selection, become Prime Minister.

Honey for Tea? Macmillan does not write so well as Churchill, who had the advantage of being a professional journalist and historian rather than a publisher, but far better than Attlee, whose notion of bringing out the interest in an interesting event was to say that it was a most interesting event. The Macmillan autobiography may seem stuffy, obliged as he is to outline the magnificent contours of a great world he never made, but which certainly made him. The principles of manufacture were sound, the workmanship solid. The figure that emerges from this is surprisingly sympathetic; a decent and far from humorless man who was both brave and honorable.

The main interest to the casual reader of his book, which is a must for historians, is in the picture Macmillan gives of the vanishing world of the British aristocracy. It was best described by Osbert Sitwell, a friend and brother Guards officer: "The world was a ripe peach and we were eating it"; or by Rupert Brooke, type and symbol of Britain's doomed youth: "Stands the Church clock at ten to three, / And is there honey still for tea?"

Aeschylus & Lansdowne. The Great War, that vast and murderous muddle, ended an era and almost exterminated a class. Macmillan himself was lucky. He went into the trenches with Aeschylus in his pocket and a derisory view of his life expectancy. Three times he was wounded; the third time he copped a real "blighty" (a wound serious enough to get him home for keeps). It did not properly heal for many years, but even so, Macmillan counted himself a fortunate survivor of a doomed generation. Sent to Canada as an aide-decamp to the Governor General, he married the Governor General's daughter, and then reluctantly joined the family publishing business.

Macmillan had approved of the famous letter of Lord Lansdowne to the London Times in 1917, suggesting in the midst of war that peace should be made before all was ruined. He had also learned in the trenches that what the top British call the "other ranks" were not without qualities that only officers were presumed to possess--courage, loyalty, humor and intelligence. As such, they were not to be exploited, and he brought this conviction with him into the House of Commons.

There, Harold Macmillan--though he looked to all the world like an Edwardian grandee, sad and noble as a Landseer hound--seemed like a "bloody socialist" to his class. He thought of himself as a Tory Democrat. He even thinks of himself today as a "revolutionary." The great Liberal war leader Lloyd George, anathema to his colleagues in the Tory benches in Commons, told him: "You are a born rebel," and Macmillan repeats this comment like an accolade from the King.

Hope & Ruin. As a rebel, his disguise was perfect. He fitted perfectly the tweed and broadcloth cut for the aristocracy. He hunted, shot, fished, and went to Christmas parties at Chatsworth, the 273-room palace of the Duke of Devonshire, where 50 guests and 100 grooms, maids and valets were in attendance. But he also went diligently to his industrial constituency at Stock-ton-on-Tees, swotted economics, and hoped, through the General Strike, the Depression, and the dreadful sweat over Hitler, that something good would come of it all.

It did not. The first volume of his autobiography ends in 1939, with Macmillan smartly entering the House of Commons to hear Prime Minister Chamberlain's formal announcement of war. "It was a sad speech," Macmillan writes. " 'Everything that I have worked for,' Chamberlain said, 'everything that I have believed in during my public life, has crashed in ruins.' " The winds of change had begun to blow.

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