Henry was the first son of a British monarch to be educated at school, where he excelled at sports, and went on to attend Eton College, after which he was commissioned in the 10th Royal Hussars, a regiment he hoped to command. However, his military career was frequently interrupted by royal duties, and he was nicknamed "the unknown soldier". While big-game shooting in Kenya, he met the future pilot Beryl Markham, with whom he became romantically involved. The court put pressure on him to end the relationship, but he had to pay regular hush-money to avert a public scandal. In 1935, also under parental pressure, he married Lady Alice Montagu Douglas Scott, with whom he had two sons, Princes William and Richard.