He is nervous after being told that if the message is bad news, the king will execute him; he opens the message, but is not reassured when it reads only the word "Yes". He eventually reaches the king's castle and realises that "Yes" is an affirmative, and thus fundamentally good.
He is apprehensive after being informed that if the message conveys bad news, the king will execute him; he opens the message but finds no comfort when it simply reads "Yes"; eventually, he arrives at the king's castle and understands that "Yes" signifies a positive affirmation.