"O, reason not the need!” cries Shakespeare’s King Lear, insisting on certain unquestioned rights. The phrase came to me listening to Bernard Haitink conducting Brahms’s Second Piano Concerto and Fourth Symphony last night. The 82-year-old Haitink does not question the need for this music - and I’m not sure that’s entirely right. I want the imperative there, I want to feel the urge to be born in those musical paragraphs that Brahms wrote with such generous largesse. To reason the need gives the music its birth again.

Brahms, Brahms, Brahms, Brahms, Brahms, and one work dedicated to Brahms by Schumann. That's right: it was Brahms night at the Proms. No scary new works. No discombobulating new interpretative glosses - dear old Bernard was our guide. Nothing to ruffle the feathers or impede the thirsty ways of the professional champagne-quaffers in the sponsor boxes. Nothing to fear or disturb that is, except for around a dozen LEDed vulvas garlanding the stage.

This week we've a glittering, shimmering ballet score with an aquatic theme, and a brilliant British pianist shows off his compositional skills. Plus, in a week where we all need cheering up, 20th-century music's scariest genius shows that he had a fully developed sense of humour.

Several Prommers fainted, possibly out of boredom, in a longer than ever first movement of the Brahms Violin Concerto. The boredom, palpable around me, came not from pianist Dejan Lazić transcribing the fiddle part for his own pleasure - a communicative musician might have made us forget the original - but from the failure of Brahms's song to soar. Dyspeptic by half-time, I found everything awry: several obscure concert overtures would have worked better than Frank Bridge's Rebus, I'd have preferred many short cello-and-orchestra pieces to Holst's Invocation and thought any conductor might suit Elgar's Enigma Variations better than Vassily Sinaisky. Wrong, fortunately, on the last two counts.

This year’s Choral Sundays at the Proms are a wonderfully mixed bag. Mighty choral touchstones are represented by Mendelssohn’s Elijah, both the Verdi and Mozart Requiems and Beethoven Missa solemnis, but there’s also an enticing strand of curiosities. Looming largest among these has of course been Brian’s Gothic Symphony, but emerging now from its sprawling shadow are less obscure but no less interesting works – Britten’s Spring Symphony, and last night Mahler’s folkloric Opus 1 cantata Das klagende lied.

Leonard Tanner, my old choirmaster, used to say that Brahms was a composer with his feet in three different camps: the Baroque period, the Classical period, and the Romantic. Possibly he had a fourth leg too, poking into the music of the future. Composers adept at these multiple postures filled Thursday’s sometimes lustrous orchestral Prom given by the BBC Scottish Symphony Orchestra and their chief conductor Donald Runnicles. Brahms was represented of course (the Second Symphony); also the great nostalgist Richard Strauss, watering his old age and the wasteland of defeated Germany with his Four Last Songs.

The Father, the Son and the Holy Ghost materialised yesterday. And I'm not talking about the transcendental appearance of the Holy Trinity of News International. I'm talking Proms. Last night's two saw a geriatric performance of the Brahms double, a brand spanking new way through an old Rite and a transfiguringly spectral invocation of Schubert's Quintet.

Here we are again. Marvel as you enter at the aptly gaudy lighting of Albert's colosseum, but know that unless your place is with the Prommers towards the front of the arena, the musicians will often sound as if they're in another galaxy - maybe one hinted at in the George Herbert words, if hardly the Judith Weir music, of the opening BBC commission, Stars, Night, Music and Light. Though spattered with Messiaenic orchestral paint - not to mention the obbligato sniffalong from my annoying neighbour - it felt like a very tame, rather olde-British gambit.

How important is it to hear “the composer’s intentions” at a concert? Maybe only the interpreter’s intentions are possible. The young Russian pianist Alexander Melnikov challenges the golden rule of faithfulness to source with the resources of today’s piano - not the ropey old Soviet thing Shostakovich would have had, or the limited piano Schubert would have known, and last night at the Wigmore Hall delivered an ear-opener of a recital all about modern pianism at its most fascinating and provocative.

Last night Murray Perahia played Bach, Beethoven, Brahms, Schumann and Chopin, and we heard, quite simply, Bach, Beethoven, Brahms, Schumann and Chopin. Nothing more need be said, if one follows the Cordelia principle to love, and be silent.