Mary as an infant with her parents
Princess Victoria Mary ("May") of Teck was born on 26 May 1867 at Kensington Palace, London, in the same room where Queen Victoria, her first cousin once removed, was born 48 years and two days earlier. Queen Victoria came to visit the baby, writing that she was "a very fine one, with pretty little features and a quantity of hair". May would become the first queen consort born in England since Catherine Parr. Her father was Prince Francis, Duke of Teck, the son of Duke Alexander of Württemberg by his morganatic wife, Countess Claudine Rhédey von Kis-Rhéde (created Countess von Hohenstein in the Austrian Empire). 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.
May's upbringing was "merry but fairly strict". She was the eldest of four children, the only daughter, and "learned to exercise her native discretion, firmness, and tact" by resolving her three younger brothers' petty boyhood squabbles. They played with their cousins, the children of the Prince of Wales, who were similar in age. She grew up at Kensington Palace and White Lodge, in Richmond Park, which was granted by Queen Victoria on permanent loan, and was educated at home by her mother and governess (as were her brothers until they were sent to boarding schools). The Duchess of Teck spent an unusually long time with her children for a lady of her time and class, and enlisted May in various charitable endeavours, which included visiting the tenements of the poor.
Although May was a great-grandchild of George III, she was only a minor member of the British royal family. Her father, the Duke of Teck, had no inheritance or wealth and carried the lower royal style of Serene Highness because his parents' marriage was morganatic. The Duchess of Teck was granted a parliamentary annuity of £5,000 and received about £4,000 a year from her mother, the Duchess of Cambridge, but she donated lavishly to dozens of charities. Prince Francis was deeply in debt and moved his family abroad with a small staff in 1883, in order to economise. They travelled throughout Europe, visiting their various relations. They stayed in Florence, Italy, for a time, where May enjoyed visiting the art galleries, churches, and museums. She was fluent in English, German, and French.
In 1885, the family returned to London and lived for some time in Chester Square. May was close to her mother, and acted as an unofficial secretary, helping to organise parties and social events. She was also close to her aunt, the Grand Duchess of Mecklenburg-Strelitz, and wrote to her every week. During the First World War, the Crown Princess of Sweden helped pass letters from May to her aunt, who lived in enemy territory in Germany until her death in 1916.