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.
However, the king reveals that the question that the message provides the answer for is: "Is there a God? ", which enrages the king as it means that he will go to Hell for his sins.