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I never heard that his first name was Henry. I've read the entire book and I believe that Prince Harry would have corrected his name if that was the case. I read of someone who heard the book on Audible and she stated she really enjoyed hearing him read his book. He would definitely have corrected his name, if this was the case.
I hope this helps.
Enjoy the book! It's very painful what he went through as a child after the loss of his beloved "Mum". There's just so much to talk about in this autobiography!!

His birth name is Henry Charles Albert David, but most people called him Harry as a child. His brother William came up with the nickname of Harold but appears to be the only one to use it. Harry is a common nickname for Harold or Henry.

Yes, his first name was and is Henry. In the UK, Harry is a common nickname for Henry, and Hal is a common nickname for Harold. In the US, Harry is usually short for Harold, and Hank is short for Henry.