Such was the quality of Henson's scholarship that his history tutor encouraged him to enter the annual competition for appointment as a Fellow of All Souls, the university's post-graduate research college. He was appointed in November 1884, at the age of twenty. Membership of the college offered an annual stipend of £200; for the first time, Henson was in reasonably comfortable financial circumstances. At All Souls, he later wrote, "I was welcomed with a generous kindness which made me feel immediately at home. I formed friendships which have enriched my life." His biographer John Peart-Binns suggests that Henson may nonetheless have remained something of an outsider, his arrival at All Souls "akin to that of an alien". The college was headed by the Warden, Sir William Anson, who became something of a father figure to Henson, and encouraged his researches. Henson's first paper, on William II of England, marked him out as not only a fine scholar but a gripping speaker when he delivered it to an audience. Aware that his quick tongue could lead him into indiscretion, he adopted and maintained all his life the practice of writing out his lectures and sermons in full beforehand rather than improvising or speaking from concise notes. He preferred a quill pen, and wrote in a fine clear hand; he considered illegible writing to be a form of bad manners as tiresome as inaudible talking. He gained a reputation as a controversialist. In a biographical sketch, Harold Begbie wrote that at Oxford Henson was nicknamed "Coxley Cocksure"; he added: