When commenting on the unveiling of this year's Proms season back in April I made reference to director Roger Wright's omission of anything for classical guitar – but shamefully neglected to offer him all due praise for programming the first ever Proms recital for solo harpsichord (I feel in some danger here of becoming Gramophone's unofficial champion for niche instrumental tastes).

Of course such thoughts can only even exist because of the chamber series held in Cadogan Hall, where on Monday lunchtime Mahan Esfahani performed Bach's Goldberg Variations. The auditorium worked very well both acoustically (the instrument lent for the occasion by Trevor Pinnock resonating with detail and vibrancy) and visually (Esfahani is certainly a very physically expressive player).

The necessity of squeezing the Goldberg Variations (usually 70 minutes or so) into the lunchtime concert hour meant the removal of many repeats, though the work's profundity, pathos, playfulness and virtuosic drive were all very much still there to be enjoyed. It was a performance that felt thrillingly alive – Esfahani, in total control technically, clearly delights in exploiting the expressive possibilities of the harpsichord and its sheer variety of sounds, which in turn allowed us to delight in the distinct identity and atmosphere of Bach's 30 variations. Listen for yourself on the BBC Radio 3 player.

The first chamber Prom of the season then, a first for Esfahani, a first for the harpsichord, following an opening weekend of firsts: Havergal Brian’s Gothic (could Wright possibly have programmed a greater juxtaposition – the largest symphony ever written followed by a recital on an instrument of such fragility!), and the Proms debut by pianist Benjamin Grosvenor, itself on the first night. I listened to Grosvenor perform Liszt's Second Piano Concerto not in the Royal Albert Hall myself, but on the Radio 3 Player the following morning, which seemed to convey perfectly the audience's captivated appreciation of the remarkably talented 19-year-old's confident and highly musical performance.

It also well-caught that pre-concert buzz of generous-spirited anticipation that is a defining feature of the BBC Proms, and about which so many artists enthuse. It was there at Cadogan Hall on Monday too. Five down, and a long way to go. How lucky we all are.