Peter the Great built this city in 1703 out of sheer force of will – digging canals through marshland to create a western capital that would rival Paris and eclipse Moscow's medieval soul. Arriving at dawn, I watched golden light spill across the Neva and understood why he wanted this so desperately: St. Petersburg doesn't just shine, it proclaims. The Peter & Paul Fortress spire seemed to pierce heaven itself.

The Winter Palace – commissioned by Peter's daughter Empress Elizabeth in 1754 and built over eight years by Italian architect Bartolomeo Rastrelli – is imperial excess frozen in Baroque perfection. Elizabeth died before she could see it finished, but what she left behind takes your breath: room after room of gilded moldings, painted ceilings, parquet floors that belong in jewelry boxes. Inside is the Hermitage Museum, founded by Catherine the Great in 1764 as her private art collection. Today it holds over 3 million pieces (a third of them coins and medals), and when it opened to the public in 1852, it changed what a museum could be.

I arrived early and had the Gold Room almost to ourselves – Fabergé eggs glittering beside Scythian treasures that predate Christ. The Church on Spilled Blood at 9 a.m. was blessedly empty: every inch covered in biblical mosaics so intricate they look wet, still glistening after a century. This was the city of the Romanov czars for nearly 200 years, and the weight of that dynasty – the ambition, the artistry, the ruthless beauty – presses down on every cobblestone.

In the evening I took a canal boat under the bridges while the sky turned lavender and gold at 11 p.m. – the famous white nights, when the sun refuses to set and the whole city glows like a stage set. Dinner was Georgian khinkali dumplings and khachapuri cheese bread that ruined all other bread forever. The pros: the most staggeringly beautiful city autocrats ever built. The cons: visa bureaucracy and afternoon crowds, but dawn solves everything.