Henry was born William Masters, son of infamous outlaw Jack "Jumpin' Jack" Masters, a rather famous outlaw gang leader. He learned to shoot from his father, and quickly took to it like a fish takes to water.
Being an outlaw is a feast or famine lifestyle at the best of times, and not really a career you retire from in your dotage. William saw his father get gunned down in the streets for the $200 bounty on his head when he was only a boy of 10 years, which was when he committed his first murder, killing the bounty hunter who had killed his pa.
Joining a different gang (as his father's gang broke up after his death), William cut a bloody swath through the West, robbing and killing anyone who got in his way.
All of that changed one fateful night.
William had just stepped outside of the saloon to pee in the streets when he saw an old man across the street watching him. William taunted him, but the man across the street didn't respond. After finishing his business, William stalked across the street, drawing his pistol as he did.
He stopped halfway when he recognized his father's face.
Yesss, my son. Follow me to the grave. We're all waiting for you down here.
As the man spoke without speaking, William didn't wait for him to finish. He turned and ran. Ran for days, stole a horse, and ran some more. He didn't stop until he was in a completely different territory.
He spent some time on the prairie alone, thinking about his life and what he had done so far. Deciding not to kill again, he unbuckled his gunbelt and put it in his pack, keeping it so that the weight of it would remind him of what he had done.
When he finally made his way into town, he saw a notice for a job, and decided to try his hand at honest work for once.