From Wikipedia
Picasso made his first trip to Paris in 1900, then the art capital of Europe. There, he met his first Parisian friend, the journalist and poet Max Jacob, who helped Picasso learn the language and its literature. Soon they shared an apartment; Max slept at night while Picasso slept during the day and worked at night. These were times of severe poverty, cold, and desperation. Much of his work was burned to keep the small room warm. During the first five months of 1901, Picasso lived in Madrid, where he and his anarchist friend Francisco de Asís Soler founded the magazine Arte Joven (Young Art), which published five issues. Soler solicited articles and Picasso illustrated the journal, mostly contributing grim cartoons depicting and sympathizing with the state of the poor. The first issue was published on 31 March 1901, by which time the artist had started to sign his work simply Picasso, while before he had signed Pablo Ruiz y Picasso.