On 21 September 1767, around fifty of the neighbouring ‘Noblemen and Gentlemen’ were invited to Dalkeith House to mark the formal celebration of the Duke's coming of age and beginning of his personal administration of his estates. In what was described as ‘one of the most elegant [entertainments] that has, at any time, been given in this country’, the Incorporations of Dalkeith marched round the house with their banners flying, before making their ‘obeisance’ to the Duke and his new Duchess. The celebrations continued on into the night, with the inhabitants of the town being entertained at the family's expense at two public houses, the entertainments culminating with ‘illuminations and very grand fireworks’. In contrast, the formal dinner itself, described as ‘two courses of about fifty dishes each, and a most sumptuous desert, in the most fashionable taste’, was a lavish but staid affair. One guest later described the company as ‘formal and dull’, noting the Duke's and Duchess's inexperience and commenting on the Duke's reluctance to ‘set himself forward’ at this time, revealing ‘a coldness and a reserve which often in our superiors [is] thought to be pride’.

Despite this rather inauspicious start, the Duke's two-and-a-half-month visit was to prove an eventful one which, in several important respects, would set the tenor for much of his future career. Indeed, in the ten months since his return from France with Smith the main impression given by the Duke was that of a young man in a hurry, keen to take on the responsibilities of his position and to assert his independence. Within four months of his arrival in London, he had met, fallen for, and proposed to Lady Elizabeth Montagu, the eldest daughter of George, 4th Earl of Cardigan, recently created Duke of Montagu. Beautiful, intelligent, and strong-willed, Lady Elizabeth was three years older than Henry, and, although she came from a wealthy and politically well-connected family, it was not to be a strategic marriage or one negotiated by their families. Shortly before the Duke proposed, his aunt, Lady Mary Coke, noted that he ‘was his own master’, and that she believed that none of his relations would interfere in his choice of a wife.