The daughter of former Soviet dictator Joseph Stalin said yesterday she had to leave her adopted country of the United States for a while to realize "Oh, my God! How wonderful it is!"

Svetlana Alliluyeva, who returned Wednesday from the Soviet Union she first fled 19 years ago, said she and her American-born daughter Olga Peters have already renounced the Soviet citizenships she said she was forced to apply for when she and Olga arrived in Moscow in October 1984.

"After this visit, I don't believe anymore that I belong to both countries," she said. "I know that the people who care for me are in America."

Alliluyeva, 60, who was interviewed by phone from a friend's house in a midwestern state, said personal efforts by Soviet leader Mikhail Gorbachev helped her efforts to leave the Soviet Union with her daughter after a stay of 18 months.

But to her the critical assistance came from the American Consulate in Moscow, which "made Olga and me understand that as American citizens we do have certain rights. You forget about this. You are made to feel [in Russia] that you are out of everything. You can't do this, you can't do that. Well, actually, we had certain rights -- we could leave and we did."

Alliluyeva arrived in Chicago Wednesday from Moscow after a brief stop in Zurich. Her daughter had left before her, arriving in Britain Monday in time to begin spring term at the boarding school in Essex she attended before her stay in the Soviet Union.

Alliluyeva said living in the Soviet Union had disillusioned her. She found the country much changed. People were "terribly embarrassed and afraid" to be friends with her. Life was "hard and uncomfortable, food and clothing were scarce, especially outside of Moscow." And though Olga made friends, she found Soviet schools too different, especially since at first she didn't speak Russian or Georgian. By the end of the year, Alliluyeva realized that she wanted her American passport back.

Despite the rumors of conflicts with her daughter, a change in political views or even more sinister reasons, Alliluyeva said she left England originally because letters and telephone calls from her Russian son Joseph Morozov convinced her that he and her older daughter -- both children of earlier marriages -- "loved and wanted me and cared for me."

She soon learned that "I had constructed the wrong picture. When we had been there for a month's time, I realized nobody needs us there. No one was interested in Olga. That was a major shock."

After seven months of writing her older daughter Yekatarina Zhdanova, Alliluyeva said she received the first letter from her. It said she wanted no contact, for herself or her 3-year-old daughter, with her mother or Olga.

"Then I and Olga both felt low," Alliluyeva said. "I don't want to say without proof that my son was put up to calling me. But I'm afraid he's vulnerable. He did that before. I had a slight suspicion in 1967-68 [when she defected from the Soviet Union for the first time] that he was used to say certain things about me."

The Peters family, her former husband William Wesley Peters and his sister Margedant Hayakawa, kept in touch. Pamela Stefansson, an old friend from Wisconsin, is just back from a trip to the Soviet Union, where "she told me they regarded us still as American and made us feel we weren't cut off," Alliluyeva said.

Alliluyeva called a Washington Post reporter yesterday afternoon because she was convinced that Victor Louis, a Soviet journalist and an unofficial government spokesman, would distort her reasons for leaving. She said she planned to give no other interviews and no press conferences, and would say only that she would be staying with friends in various places across the country. She asked that her location not be disclosed because, she said, she did not want her friends' lives disrupted.

"I must tell you that after being away for almost 18 years, I disliked Moscow tremendously," Alliluyeva said. "I didn't feel at all that I was born there. It has changed. It has become a huge city with ugly modern buildings. You know, like Hilton-type all around. Very changed face."

So she and Olga decided to go to the southern Soviet state of Georgia, Stalin's native region. "I felt that I should go somewhere more remote, a more southern place away from it all, and pull myself together and then to see what we can do out of this. So we lived there for a year and it transpired that Olga's schooling cannot be done there. It transpired that my son had changed so greatly that there cannot be any close family relationship."

She found that only a few "former classmates, my university friends and people like that of my age or older . . . showed some warm feelings. But otherwise, everybody was terribly embarrassed. They didn't know what to think. Maybe they were afraid. They were tense. Maybe they didn't know what to figure out about it, though I made it clear that I came back only because of my children and grandchildren."

Instead, the people she saw "tried to find some other motive, political as well. I said many times, I had no political motivations for this."

Even in Georgia, Alliluyeva said, "they didn't know how to treat us." Some, she said, "talked a lot about my father, of course. Well, my father is a different thing. But here I was, back from the western world, and they were a little bit -- I think they wanted to be told how to treat us and to behave with us."

To everyone's surprise, Olga, who knew no Russian and little about the country, got along very well. "Olga was fine because her age group, you know, youngsters, they are not really political. And they like a girl born in California. Many of the children spoke English. They study languages. They somehow get jeans from the black market. You know, it's something very interesting for them. Olga learned the Georgian language because she wanted to socialize with the youngsters. She has an extremely good ear. So she made friends quite quickly."

Still, life in Georgia was much harder than Alliluyeva expected. "Nowhere was life easier than when I left the first time," she said. "The privileged class is mostly in Moscow. There's a great difference between Moscow and Georgia. Moscow is the showplace.

"In Georgia you can't buy the things you see in magazines. You can't buy food, life is hard. The everyday needs are not there. I felt depressed the whole trip."

She said she was so upset she was hospitalized briefly with a heart condition.

In December 1985, Alliluyeva made her decision: "I wrote my first letter to Gorbachev saying we found things quite different here. 'Our family circle doesn't need us. Therefore the reason of our coming isn't really there. So please let us out.'

"Then I had to write another letter to Gorbachev and a number of telegrams and all kinds of things and talked to a great number of officials from the foreign office and so forth. And we finally got permission," she said.

"They really realized, I think, that there was no other way. And I think they just preferred to have me out." Final word that she could leave on her American passport came on April 4, she said, some days after Olga's permit came in March. "Until then we really didn't know."

Alliluyeva yesterday spoke frankly about the press conference she gave in Moscow when she arrived there in October 1984, in which she said she was the CIA's pet dog and hadn't had a single free day in 17 years.

"I wanted to talk and answer questions. They wanted certain things to be there. They made me write texts in Russia, which they all approved. I felt very awkward. I wanted to say simply, I came to join my children."

Shortly after they reached Moscow, she said, Soviet officials asked her to apply for citizenship there. Her Soviet citizenship had been canceled in 1969 after she defected from the Soviet Union to the United States.

Alliluyeva said she objected to applying for Soviet citizenship for Olga, but the application was processed in only four days. "I'm not sure it was proper and legal, for it's usually a long process," Alliluyeva said. "Olga didn't know. She was unhappy, she didn't want to stay. I didn't want to upset her."

"She is independent . . . not timid -- she was brought up the American way. I wanted her to be American, I didn't teach her Russian. I thought she would never be there."

She seems much relieved that Olga is back in Saffron Walden, Essex, England, at her Quaker boarding school. She thinks Olga will resume her sociable life, with many friends and the cello to play.

And the mother admitted, a bit ruefully, that she expects Olga will be called "Chrissy" again, after the air-headed blond on the television sitcom "Three's Company." "It's her school name. They all have school names." Alliluyeva herself was naturalized as American with the name Lana Peters.

Olga will also have a chance to see more of her father Wesley Peters, head of the Taliesin architectural firm and chairman of the Frank Lloyd Wright Foundation. She is expected to visit him summers in Wisconsin. Peters said a few days ago he hoped to visit Olga at school in England. Alliluyeva said she has high respect for Peters, though they were divorced in 1973.

Alliluyeva said she had no plans to write a fourth book, though her first two, published in the United States, sold well. On the other hand, she didn't promise that Olga would not write one.

"She kept a diary all the time, she wrote in it every day." And now, Alliluyeva said, she wants to retire from the public eye. "I don't want to talk about my personal life at all. I will call you if I want to deny statements made about me. Otherwise, the public does not need to know where I am. I don't want my friends' lives disrupted because of me.

Although her daughter has said she might return to visit Soviet Georgia, Alliluyeva said: "I will never go back to Russia."