I think it was his darling daddy Henry VII wasn't it
Actually, it was Charles V, who considered that as Holy Roman Emperor and King of Spain, he was above mere 'highness' or 'grace' so called himself 'Your Majesty'. So immediately his rival Francois I did the same. So
his rival Henry VIII started styling himself 'His Majesty'. But the English monarch was still called variously 'Grace', 'Highness' and 'Majesty' until James I's reign.
