Nabokov: not what to think but how; Lectures on Don Quixote, by Vladimir Nabokov. Edited by Fredson Bowers, preface by Guy Davenport. San Diego: Harcourt Brace Jovanovich. 219 pp. $17.95.

The lectures on ''Don Quixote'' were delivered at Harvard in 1952, when Nabokov was a visiting professor on leave from Cornell. They were the first in a series of lectures on the novel. The subsequent pieces were published in two earlier volumes, ''Lectures on Literature'' and ''Lectures on Russian Literature.''

Presumably, the publisher wished to present the least esoteric of an apparently esoteric lot first and to save the most narrowly circumscribed until readers had gotten their feet wet and might feel up to taking the plunge.

I say apparently esoteric, because in reality each of these volumes, and especially the ''Lectures on Don Quixote,'' takes as its actual subject something quite different from the literary works in question.

One need not have read the Cervantes masterpiece to appreciate the lectures. Nabokov prepared a chapter-by-chapter synopsis as a preliminary to composing the lectures.

The synopsis is included in this admirably edited book. There are six lectures: one, an introduction; the remainder, treating characters and themes.

An appendix presents supplementary materials that Nabokov supplied to his students, including excerpts from the books of chivalry upon which ''Don Quixote'' had been based.

There are handsome reproductions of Nabokov's notes and texts.

The lectures are an adventure to read. They are always demanding, and frequently thrilling.

All the Nabokov trademarks are here: stunning metaphors; cunning asides; wicked jokes; manipulative arrogance. Nabokov played the role of academic autocrat to the hilt, and to a purpose that is demonstrated here.

His emigre history had disposed Nabokov to an abiding abhorrence for any absolute authority. As an artist, he was a believer in the sanctity of independent thought and in the responsibility of individuals to question authority and to develop original responses to experience.

And yet, he ran a totalitarian classroom. He brooked no interruptions from students. Critics who did not share his opinions came in for sarcastic topplings.

The arrogance with which he treated his students and the inflammatory abuse he heaped upon those other scholars achieved precisely the result he wanted. Students left his class skeptical of designated authorities and their pronouncements. Rebelliousness against Nabokov's own highhandedness provoked them to challenge with original, interpretive thinking.

Despite his later, acid remarks concerning his years of university bondage, Nabokov was an inspired teacher. He taught his students to approach all scholarship, including his own, with questions, not reverence.

He presented works of literature, no matter how well trodden and overanalyzed , as uncharted wildernesses waiting to be explored and explained by any soul venturesome enough to enter. His ''Lectures on Don Quixote'' are a dazzling demonstration, not of what to think, but rather of how to think, about life, within and without the classroom.