As Gov. Percival P. Baxter spoke that afternoon, there was no anguish in his voice, no evidence at all of the pain he was feeling.   It was not his habit to reveal too much, and he would not start now, at the dedication of a war memorial.   Still, a mysterious dark-eyed noblewoman was always, and forever, on his mind, and the governor's thoughts inevitably turned to the few glorious days they'd spent together.   They are days that Maine historians and members of Baxter's own family are only now learning about, after a remarkable letter was discovered a few weeks ago beneath the Maine Sailors and Soldiers Memorial in Kittery.   Unknown to anyone apparently, Baxter had written the letter in 1924 and slipped it into a copper box that was buried beneath the World War I memorial as a kind of time capsule.   What makes the letter -- addressed to "the people of Maine in the years to come" -- so unusual is the intensely personal tone and its revelations about the love life of one of the towering figures in Maine history.   Baxter, it turns out, was not a bachelor by choice.   "This letter helps to humanize an individual who's become one of our major historical icons," said Earle Shettleworth, director of the Maine Historic Preservation Commission.   The eight-page missive was unearthed during the recent renovation of the memorial Baxter created to honor Mainers who died in World War I. The memorial on Route 1 features a raised bronze image of a woman embracing a child, and a dog and two dead men at her feet.   Baxter, then in his final year as governor, spoke at the memorial's dedication on Nov. 11, 1924, and afterward placed the metal box into the floor of the memorial.   The box was believed to contain just a list of the men who died in the war, a brief history of the memorial's development and a photo of the sculptor, Bashka Paeff.   But during the renovation, officials were surprised to also find a sealed envelope. On the front, Baxter had written in black ink, "Do not open until after my death."   The document was delivered to Gov. Angus King, who read it aloud with members of the Baxter family gathered around.   "The governor seemed like the appropriate person to open it," said Sheila McDonald, historic sites specialist for the state Department of Conservation. "And as he was reading it, we were all very surprised."   The son of James Phinney Baxter, a businessman who served six terms as Portland's mayor, Percival Proctor Baxter is best known as the man who donated 200,000 acres of prime wilderness, including Mount Katahdin, to create what is now Baxter State Park.   Politically, Baxter might be called a liberal today. He supported women's suffrage, scorned the Ku Klux Klan and was profoundly committed to protecting children and animals.   Yet as outspoken as he was on issues of public policy, Baxter kept his private life private. That he was a millionaire bachelor and dog lover was about all anyone knew.   "Percival was known as a robust and eligible bachelor," said Herb Adams, a Portland historian who's working on a book about Baxter. ''Of course, there were rumors, but none of the young lovelies' names were known.''   Until now.   The letter uncovered at the Sailors and Soldiers Memorial begins with Baxter, then 48 years old, railing against military power, which he says is "fostered by vanity and pride."   "War must go," he writes. "Its cruelty, its shame, its false glory have dominated human thought far too long."   He is outraged at the "shocking neglect and cruelty" shown toward animals in Maine, and speaks of his own desire "to be kind to every living creature."   Baxter revisits an incident that bewildered many Mainers at the time and made headlines around the world -- his decision to lower the flags at the State House after his dog, an Irish setter named Garry II, died.   "Good old Garry II was the first dog in history to be thus honored," Baxter writes. "His spirit lives on and through him, dumb animals the world over will be treated more kindly and mercifully."   Toward the end of the letter, Baxter gets uncharacteristically detailed about his personal life. He reveals, for the first time, that he proposed marriage to Margaret Payson, even providing the date -- Jan. 18, 1914 -- but she declined.   Payson was a cousin of Charles Shipman Payson, the wealthy industrialist who donated millions to the Portland Museum of Art. Had she and Baxter married, it would have been an extraordinary union of two of Maine's most prominent and powerful families.   "A remarkable alliance," says Shettleworth.   Like Baxter, Payson never did marry.   But Baxter clearly recovered from that rejection because he goes on to write passionately about a 27-year-old Italian woman named Donna Santa Borghese.   Baxter describes Borghese, of the illustrious House of Borghese in Rome, as "attractive, brilliant, friendly and lovable.   "She is wonderful," he writes, "the few days I was with her will never be forgotten. She stimulates all with whom she comes in contact to do their best; she brings out the best in them."   Borghese is mentioned in "The Baxters of Maine," a book by Neil Rolde. But the extent of Baxter's interest -- or his infatuation -- only becomes clear in the letter.   He did not propose to Borghese, he says, because he could not bear to hear her answer.   "No doubt she would refuse me," he writes, "for my surroundings differ so from hers that she would not be happy and contented here.   "Maybe I shall see her again, but I almost fear to do so," he writes. "It is hopeless."   Baxter enclosed six pictures of the statuesque Borghese in the letter he left at the Sailors and Soldiers Memorial.   "This is but a brief and incomplete record," Baxter writes in conclusion, "but as it may rest undisturbed for centuries . . . it may prove of human interest to the men and women of Maine of -- I know not when."   In fact, it's of tremendous interest, particularly to Baxter's family, who had long been curious about the old man's private affairs.   "I was 17 when he died and I remember him as the tall, handsome scion of the family," said Eric Baxter, the governor's great-great-nephew. "We would go to family reunions and sit around Uncle Percy listening to his stories.   "This is really a shocker," Eric Baxter said.   Adams agrees. But he says the letter holds more than prurient interest. It contributes to our understanding of one of Maine's most heroic figures.   "He had to explain himself to somebody," Adams said. "He couldn't do it to the living, so he did it safely to the unborn."   The letter and pictures have since been put back in the box and returned to the Maine Sailors and Soldiers Memorial, along with a sealed letter from Gov. King.   "I figured if Baxter could do it so could I," said King. "I used Baxter's letter as the model. It's fascinating."   King said he stayed up until after midnight composing the letter and included a picture of his wife, Mary.   But he would not reveal the secrets he has entrusted to the future.