"[T]his cosmic history is the
backbone of Steiner’s work.”
— Gary Lachman
Let's step back to consider some of the beliefs that lie behind the Waldorf curriculum. These beliefs are usually not spelled out explicitly in Waldorf classes. (Although, sometimes, they are.) Still, one way or another, the kids generally pick up such beliefs from their teachers, if only vaguely.
Steiner taught that thus far we humans have passed through three major stages of evolution, which he called “Old Saturn,” “Old Sun”, and “Old Moon.”  The connection between these ancient "planetary conditions" and the present-day members of our solar system called Saturn, Sun, and Moon is not always crystal clear, but with a little work we can generally figure it out.
In some instances, Steiner said, the present members of the solar system (planets: places in the sky) are evolutionary descendants or antecedents of their namesakes (planetary conditions: periods of time). Thus, the planet Saturn as we see it now is a remnant of the planetary condition called Old Saturn — Saturn is a reincarnation of Old Saturn within today's more highly evolved solar system. The planet Venus, on the other hand, is a preview of the planetary condition that will exist after our present Earth stage of evolution comes to an end: The planet Venus prefigures the Future Venus planetary condition (Future Venus: the stage of cosmic evolution that will come after the present stage ends).
In brief, Steiner's basic account of at least some of the planets in our current system is this: Today's planets are manifestations, with variations, of evolutionary states that have happened or will happen.
But Steiner sometimes also gave differing accounts, which either supplement or contradict his basic account. By one of his other accounts, for instance, he said that Venus is a husk tossed off by Lucifer.
“Lucifer himself takes part in Earth evolution with the perpetual longing within himself for his true home, for the star Venus ... [W]hat Lucifer casts off as a husk...shines down from heaven as Venus.” 
Venus-as-husk and Venus-as-preview may or may not be compatible concepts. Sometimes we can reconcile Steiner's various statements, sometimes we can't. Steiner described a living, mutating universe in which nothing stays quite the same for long. Everything is in flux. Thus planets evolve, much as humans do:
“Now just as man passes through the various stages of his life, as child, young man or woman, old man or woman, so does a planet.” 
The mutating nature of reality limits our ability to pin things down in clear, logical categories. At least, this is what Steiner sometimes said. You can decide whether this idea provides sufficient cover for Steiner's tendency to contradict himself.
Let's get back to Steiner's basic account. The entire solar system has evolved, incarnating in a series of progressively more advanced forms. “Old Saturn,” “Old Sun”, and “Old Moon” were stages of this evolution. During Old Saturn, the solar system assumed its first incarnated state, which was very different from its present state. The divine purpose for the evolution of the solar system was to enable humanity to evolve. In this sense, we were always the center of the solar system, in all of its progressive forms. Likewise, the planet that is humanity's home world during physical incarnations, the Earth, was always the center of the solar system. Thus, we can speak of cosmic evolution as the evolution of the Earth itself; in other words, the evolution of the Earth is essentially the same as the evolution of the entire solar system.
“Before the Earth became the planet we know, it was a very different one. At the beginning of time it was a planet called, in occult science, [Old] Saturn. Altogether there have been four successive incarnations of the Earth: [Old] Saturn, [Old] Sun, [Old] Moon and [Present] Earth.” 
So the planet Earth as we know it today is, in a sense, the culmination of the previous stages of cosmic evolution. The evolutionary stage in which this planet exists today is called Present Earth: The planet we live on is called Earth; the period we live in is called Present Earth.
If we want to trace the evolution of the planet Earth, we must trace the evolution of the entire solar system. If we want to trace the evolution of other members of today's solar system, we must trace the same general evolution, and this can lead to some complications. Thus, for instance, even though Steiner said that the Earth was once Old Sun, he also said that the Sun was once Old Sun.
“Our Sun is a fixed star; the old Sun was a planet [i.e, a planetary condition], and in the course of its incarnations it has worked itself up from the substance and being of a planet [sic] to the rank of a fixed star." 
The key to all this, the master concept that brings general order out of the welter of these statements, is the following: The entire solar system is evolving. And it is doing so for our benefit. Thus, the gods caused the solar system — and ourselves — to come into existence long, long ago. The first incarnation of the solar system is called, in occult science, "Old Saturn." It has been given this name because the forces associated with Saturn were predominant throughout the solar system at that time. So, out of effectively nothing, the solar system came into existence, we along with it. The solar system and humanity evolved a certain amount, then they ceased to exist. They receded again into nothingness, as it were, catching their breaths, as it were. Then the entire solar system reincarnated in a new form, called "Old Sun." Everything in the solar system — including human beings — existed in new configurations then, different from what had existed before and different from what would exist in the future. All of the parts of Old Sun evolved for a while, then all of Old Sun (the solar system) blinked out of existence again. Following another rest period, the entire solar system then reincarnated in a third form, called Old Moon... OK? You get the idea. The solar system is evolving, it reincarnates in differing forms, and all of this is happening for our benefit, so that we can evolve to higher and higher forms. The solar system currently exists in the form we see around us now, with the planets that we see in the sky now, and we are as we are now. This is called the Present Earth stage of evolution. After it blinks out of existence, there will be a rest phase, and then everything in the solar system — including us — will reincarnate in a new condition called Future Jupiter. That condition will later be followed by a rest phase and then an evolutionary stage called Future Venus, which in turn will be followed by a rest phase and then an evolutionary stage called Future Vulcan. Humans who survive into the Future Vulcan stage of existence will be very, very highly evolved — they will be high spiritual beings. [For more on all this, see "Everything" and the essays that follow it.]
Before pressing on, let's blink out of existence for a moment and take a breather.
"[T]his cosmic history is the backbone of Steiner’s work.”
— Gary Lachman, RUDOLF STEINER
(Jeremy P. Tarcher/Penguin, 2007), p. 147.
Ready to press on?
Well, then. Let's return to what interests us most: ourselves.
We human beings lived during each stage of the solar system's evolution, although during the early stages we weren’t recognizably human yet.
“Even on the planet Saturn [i.e., during the planetary condition called Old Saturn] man was present [in a different, earlier form].” 
During Old Saturn, we did not have the sorts of bodies we have now, nor did we have the minds and consciousness we have now. In fact, we were virtually comatose. We woke up a bit more during Old Sun — we were no longer in a coma-alike stage, just very deeply asleep. During Old Moon, we woke a bit more — our sleep became enlivened by dreams, metaphorically speaking. We are now as awake as we are here on/during Earth — we experience what Steiner sometimes called ordinary waking consciousness. We will wake up far more during our future stages of evolution, rising to progressively higher and higher stages of mystical, clairvoyant awareness.
Steiner knew that his cosmology could be confusing, so he offered clarifications. Thus, as we have seen, Steiner confusingly said that we once lived "on the planet Saturn." But Steiner clarified: This does not mean we lived on the ringed planet we see in the sky today. We have never lived on any planet but Earth:
“[W]e must not picture these four planets [i.e., planetary conditions] Saturn, Sun, Moon and Earth [i.e., Old Saturn, Old Sun, Old Moon, and Present Earth] as four separate planets; they are four different conditions of the same planet [Earth] ... Man has never been on any other planet, but the Earth has existed in these four different conditions.” 
Each planetary condition was an incarnation of the Earth (or, the entire solar system). Old Saturn was the Earth in one form, Old Sun was the Earth in its second form, and so on. Therefore, we humans have never lived on any planet except the Earth (in its various forms).
This is clear enough, I think. But, unfortunately, Steiner sometimes said something very different. He said, for instance, that at one time during the Present Earth stage of evolution, humans fled to other planets in the solar system. (To follow the following, you should know that, according to Steiner, humans once lived on the lost continent of Lemuria, which they destroyed. They then moved to the lost continent of Atlantis, which they destroyed. Along the way, most humans fled from the Earth to other planets.) Here's how Steiner put it:
“You know from the book OCCULT SCIENCE [written by a certain R. Steiner] that during the Lemurian epoch [i.e., when humans lived on Lemuria]...only a few [humans] remained on the earth ... [T]he majority of souls withdrew from the earth to other planets, continuing their life on Mars, Saturn, Venus, Jupiter, and so forth ... [D]uring the Atlantean epoch [i.e., when we lived on Atlantis], these souls gradually came [back] down to earth in order to incarnate in earthly bodies under the changed earthly conditions, and to appear in ever new incarnations.”  [For more on Lemuria and Atlantis, see "Lemuria" and "Atlantis".]
So, as it turns out, humans have indeed lived on other planets. During the Lemurian epoch, most humans left Earth for other planets, and during the Atlantean epoch they returned to Earth. How can we reconcile this highly reliable historical account with Steiner's assurance that "man has never been on any other planet"? Maybe we can, maybe we can't. But setting that issue aside, let's focus on this: The little history we have just learned (most people went to other planets and then returned to Earth) helps explain, Steiner said, why humanity separated into various nations and races. [See "Everything".] The humans who went to Saturn came back having been changed by the spiritual forces of Saturn. Likewise, the humans who went to Mars, Jupiter, etc., came back changed by their experiences there. After they returned to Earth, the humans-who-left-Earth interbred with the humans-who-stayed-on-Earth, and the result was a range of different human types. In other words, thereafter humanity consisted of Earth humans, Saturn humans, Mars humans, etc. Thus, for instance, some of the resulting generations
“had their origins in the interbreeding of Earth offspring with humans who...moved to Jupiter. In the sense of spiritual science [i.e., Anthroposophy], we call these the 'Jupiter humans' ... There were also...'Mars humans' ... We can also distinguish 'Saturn humans.'"  [For more on "Jupiter humans," "Mars humans," etc., as well as humanity's overall relationship to various "planets," see "Planetary Humans".]
(Steiner sometimes gave a rather different account of our racial origins, which we might take as the underlying explanation: why things went awry. Steiner sometimes said that humanity divided into races because of the interference of two arch-demons, Lucifer and Ahriman. [See "Universal".] All of humanity should be evolving together at the same rate, and thus all humans should be alike. But the arch-demons preserved earlier human types while other humans evolved onward. Thus, we wound up with lower races — who represent earlier stages of human development — and higher races — the ones that kept evolving. This became evident during humanity's time on Atlantis. Some humans evolved from period to period on Atlantis, as the gods intended. But the arch-demons kept some people behind in the older, less-evolved forms.
"Lucifer and Ahriman...fought against [the] harmonious tendency of development in the evolution of humanity, and they managed to change the whole process so that various developments were shifted and displaced. While there should have been basically only one form of human being...Lucifer and Ahriman preserved the form of the fifth Atlantean period into the sixth, and again that of the sixth Atlantean period into the seventh, and even into the time after the Atlantean flood [i.e., the disaster that destroyed Atlantis]." )
But let's return to our subject here, the planets.
Steiner defined our “universe” in various ways. The gods who are closest to mankind (Angels, Archangels) have evolved largely through the same planetary conditions as ourselves. But higher gods began their evolutions elsewhere, before our solar system first appeared. [See "Steiner Static".] Thus, Steiner's conception of the universe extends beyond our local corner and its little history. Steiner also made many references to the zodiac and its powers — astrology is important in the Steiner cosmology. [See "Astrology" and "Star Power".] The constellations of the zodiac are generally understood to exist well beyond the limits of our solar system, and Steiner usually seemed to share this understanding. His views were hardly modern or scientifically sophisticated, however. Thus, for instance, he referred to the “celestial dome,” which the ancients thought was a solid vault to which the stars are attached. Steiner seemed to believe in this mystical celestial roof. Steiner said, for instance,
“Saturn's movement...is 1200 times [faster than] that of the whole celestial dome." 
Despite his references to celestial objects and conditions far, far away, Steiner sometimes indicated that our universe is limited to the solar system, that is, our immediate cosmic neighborhood.
“To the modern materialistic view of the cosmos, Saturn is observed merely as a body moving about in cosmic space; and the same with the other planets. This is not the case; for if we take [i.e., consider] Saturn, the outermost planet of our Universe [sic], we must represent him as the leader of our planetary system in cosmic space. He directs our system in space.” 
So the "universe" is the solar system, which is ruled or led by Saturn, the "outermost planet." (This statement is packed with errors. In reality, the outermost planet — if we disregard Pluto and the other minor planets beyond it — is Neptune. And the controlling power in the solar system is the Sun — that's why the system is called the "solar" system. Etc. But moving on...)
Steiner said that the various planets in our universe (or truncated solar system) do not all exist in the same three-dimensional space:
“If we employ the three-dimensional space to sketch in the orbits of Jupiter, Saturn and Mars, we come at most to a boundary, where we get something like a path of the Sun. But if we wish to draw the others [i.e., the paths of the other "planets"], we can no longer do so in the three-dimensional space, we can only get shadow-pictures of these other movements in it; we cannot draw the path of Venus and that of Saturn in the same space ... That is to say, we cannot delineate the ordinary solar system in the three-dimensional space.” 
(This statement, too, is wrong. All planets can be delineated in the same sort of space, since they all occupy regions in the same sort of space — specifically, the space or space-time continuum that is quaintly known as reality. But moving on..).
According to Steiner, different planets move due to the effect of different forces, and they move in strange ways, describing “lemniscates” (figure eights):
“[W]e must realise that each cosmic body which follows such a path (lemniscate) is obviously moved in this path by forces, but each one by forces of a different kind.” 
(Once again, Steiner is simply wrong. All of the members of the solar system move in response to the same force: gravity. And they all move in elliptical orbits; none moves in a lemniscate.)
Steiner often (but, contradicting himself, not always) denied that the planets orbit the Sun.
“[W]e can certainly speak of a daily motion of the Earth around her axis, but by no means of a yearly motion of the Earth around the Sun. For the Earth follows the Sun, describing the same path. [paragraph break] Were the Earth revolving round the Sun, we should expect her axis, which owing to its inertia remains parallel, to point in the direction of different fixed stars during this revolution. But it does not! If the Earth revolved round the Sun, the axis could not indicate the direction of the Pole-star, for the point indicated would itself have to revolve round the Pole-star....” 
[To observe Steiner waffling on the question of whether the planets orbit the Sun, see "Deception".]
The catalogue of Steiner's astronomical errors is exceedingly large. But let's press ahead to hear Steiner out on the nature of the various "planets" in our "universe."
The physical Moon conceals the true, inner, spiritual Moon — where some very publicity-shy spirits live.
“When we speak of the Moon as a physical body in the heavens, its physical nature is only the external, the most external, revelation of the Spiritual behind it. To those who have knowledge of both its outer and its inner nature, the Moon in our universe presents itself to begin with as a gathering of spiritual Beings living in great seclusion.” 
The Moon reflects everything that impinges upon it while guarding its own secrets. The occupants of the Moon were once the spiritual guides of humanity, but they left the Earth when the Moon itself separated from the Earth. Now they hold their tongues.
“The spiritual Beings peopling this innermost sphere of the Moon are Beings who shut themselves off in strict seclusion from the rest of the universe. They live in their Moon 'fortress' ... If we succeed in fathoming this mystery — I will call it the Moon-mystery of the universe — we realise that these Beings who have now entrenched themselves in the Moon fortress were once the great Teachers of earthly humanity; but all consciousness of the realities, of spirit and soul hidden in this fortress has been lost. What is still transmitted to the Earth from the heavens represents only what the outer surface, the walls, as it were, of the Moon fortress radiate back from the rest of the universe ... [T]he highest wisdom once possessed by the Earth lies concealed within the Moon fortress.” 
Our loss, obviously. Steiner’s stated goal was to reacquire the lost wisdom as well as all other “mystery” wisdom. Such wisdom is what “Anthroposophy” (“human wisdom”) is supposed to convey. [For more on the Moon, see "Lunacy".]
By the way, note the phrase "earthly humanity." Some "humans" are not of this Earth. Indeed, Steiner taught that "human" is a stage of development. Various gods were once human in their own way before evolving to higher status. [See "human stage of evolution" in the Brief Waldorf / Steiner Encyclopedia.]
Saturn is very hung up on “himself” (Steiner referred to Saturn and other planets by their genders — the difference between a planet and its presiding god tends to blur). As we have seen, Saturn is the "leader of the solar system." He is also the historian of our universe.
“We turn now to Saturn ... [Saturn is] a kind of antithesis to the Moon. [paragraph break] The nature of Saturn is such that he receives many diverse impulses from the universe but allows none of them to stream back — at all events not to the Earth ... Saturn is an entirely self-engrossed heavenly body in our planetary system, raying [i.e., sending] his own being into the universe ... He speaks only of himself, tells us only what he himself is. And what he is reveals itself gradually as a kind of memory of the planetary system.” 
Like the other planets, Saturn has occupants. They and their host can seduce us if we are not careful.
“[T]he hosts of Beings indwelling Saturn lend their attention to the outer universe, but...they speak only of past cosmic events. That is why Saturn is like a kaleidoscopic memory of our planetary system. As a faithful informant concerning what has come to pass in the planetary system, he [i.e., Saturn] holds its secrets of this kind within himself ... Saturn is the constant tempter of those who listen to his secrets; he tempts them to give little heed to earthly affairs of today and to immerse themselves in what the Earth once was ... Those who have a particular inclination towards Saturn in earthly existence are people who like to be gazing always into the past, who are opposed to progress, who ever and again want to bring back the past." 
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