A prelude is “something that goes before”.
In music, the term began to describe pieces, often improvised, designed to test or “warm up” the instrument – and, it is supposed, the performer – before the serious music began; whether a recital or part of a church service. This use of the term goes back to the 15th century.
The prelude composed and designed specifically to be attached to another piece of music – normally a suite of dances or a fugue - developed in the 17th century and reached a peak in the first half of the 18th with the 48 Preludes and Fugues of the Well-Tempered Clavier by J. S. Bach. The prelude and fugue for organ or piano has continued as a well-respected form with notable examples by Mendelssohn (piano), Brahms, Max Reger and Camille Saint-Saens (organ) and Shostakovich whose 24 Preludes and Fugues Opus 87 is a central (but sadly rarely-performed) work in the 20th-century piano repertoire.
Chopin, following an example set by Johann Nepomuk Hummel, disconnected the form from a companion piece; writing 24 preludes for piano, each a stand-alone composition although inviting the listener to believe that something was to follow. (The perfect miniature form of each denies that premise, and each is beautifully complete within itself. ) This form has been repeated successfully by Alexander Scriabin, Faure, Rachmaninov, and especially Claude Debussy who, as well as his atmospheric individually named preludes for piano in 2 books (and which contain one of the most popular piano pieces ever written ), composed the tone picture “Prélude à l'après-midi d'un faune”  for flute and orchestra (which in itself has been considered a prelude to 20th century music.)
The prelude as a preliminary or introductory piece has continued of course, with the form replacing the overture in certain operas - or acts within operas such as some of Wagner’s; or Verdi's "La Traviata"  and is often the opening movement in suites and other multi-movement works.