About suffering they were never wrong,
The Old Masters; how well they understood
Its human position; how it takes place
While someone else is eating or opening a window or just walking dully along;
The reader assumes from the title that the ‘they’ must be the paintings in the Museum.  In the second line Auden confirms this. This device, of using a pronoun before the subject to which it refers is known as  cataphora , and will be repeated throughout the poem. 
 Note also the unusual word order, with the object clause preceeding the main clause, a device known as  anastrophe . This emphasises ‘suffering’ as the subject matter of the poem.
Musée des Beaux Arts