In Sydney, Messenger attended Double Bay Public School in the city's eastern suburbs. It was here that he initially honed his rugby skills, while also playing cricket and indulging in his other great sporting love, sailing. Messenger worked, too, at his father's boat shed. By this juncture, he had gained the nickname of "Dally". It derived from a prominent politician of the 1880s, the then Attorney-General of New South Wales, William Bede Dalley, whose most conspicuous physical feature was a splendid pot belly – an anatomical augmentation that Herbert Henry Messenger happened to boast, too, when he was a small child. Fortunately, little Herbert Henry shed his pot belly as he grew older, together with the "e" from the spelling of his nickname.