 Her mother was Princess Mary Adelaide of Cambridge, a granddaughter of King George III and the third child and younger daughter of Prince Adolphus, Duke of Cambridge, and Princess Augusta of Hesse-Kassel.She was baptised in the Chapel Royal of Kensington Palace on 27 July 1867 by Charles Thomas Longley, Archbishop of Canterbury.From an early age, she was known to her family, friends and the public by the diminutive name of "May", after her birth month.