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#btw you can find the pirate and nicomedes stories in suetonius and plutarch's biographies of caesar toward the start
The "Caesar maybe sleeps with King Nicomedes" and "Caesar gets captured by pirates" stories feel almost like they're responding to each other:
Both take place near the start of his career, perhaps even in the same year.
Both are dramatic and likely embellished (though connected to real events), to the point of feeling like fiction.
Both stories have probably been molded, through rumors and retellings, with the purpose of telling us what sort of person Caesar is. Convenient for propaganda purposes, either positive or negative.
Both have parallels to the stories about Caesar's interactions with Sulla, as if reinforcing those themes.
If you want to portray Caesar as fearless, responsible, a natural leader, and one who keeps his promises, you'll find that both in the pirate story and in his refusal to divorce Cornelia at Sulla's insistence.
But if you want to portray Caesar as a loose cannon, unmanly, with monarchist leanings and easily corrupted by the allure of power - you'll find that in the Nicomedes story, and also in how Sulla criticized Caesar for dressing too flashy, while Caesar supposedly called Sulla a fool for stepping down from the dictatorship.
And all of these stories can make it easy to overlook that, up until his conquest of Gaul, Caesar just wasn't very important in Roman politics. His aedileship, though splashy, probably wasn't unusual by aedile standards; and his consulship was controversial, but he was still third fiddle to Pompey and Crassus, and the first triumvirate's legal initiatives and electoral candidates lost as often as they won.
There were politically relevant stories from Caesar's early career, like prosecuting Dolabella for extortion and his participation in the siege of Mytilene. But we don't hear about those as often, because pirates and sex scandals are more fun.
I'm sure the man himself had a big personality, but it's difficult to tell fact from legend. Much of it is doubtless Caesar's own spin: he would've liked you to think he was never scared of those pirates. And much of it is slander from his enemies (Caesar did not get involved in seven different conspiracies to overthrow the republic before he even became consul, Suetonius).
These two particular tales, Nicomedes and the pirates, stand out to me. They feel like different threads of propaganda where you can practically feel the storytellers' opposing motives, to lionize Caesar or humiliate him. In the version of the pirate story where Caesar slit the pirates' throats before crucifying them (as a "mercy," sparing them torture), I have to wonder if that's a later addition from after 49 BCE, when Caesar was making much of his mercy toward defeated enemies.
But I think we can get some sense of his personality, in between these distorted threads. He was charming, flashy, very extroverted, and had a high opinion of himself. And he was always prepared to act on his own, contradict authority, and use unorthodox (even illegal) methods to get what he wanted. As for what he wanted, I think Sallust put it best: "a great command, an army, a new war where his virtus [excellence, strength] could shine."
But whether all that was normal aristocratic ambition, and Caesar would've just been another (very successful) politician if not for the split with Pompey in 50 BCE; or if, like Cato thought, you think he was only ever out for himself, republic be damned - I think the historians are still arguing that one, and perhaps they always will.
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