Henderson was known for being an illeist, referring to himself in the third person. Teammates reported seeing him standing naked in front of a mirror before a game, practicing his swing, and declaring, "Rickey's the best! Rickey's the best!"[69] During one off-season, Henderson called Padres general manager Kevin Towers and left this message: "Kevin, this is Rickey. Calling on behalf of Rickey. Rickey wants to play baseball."[28] In 2003, he discussed his unusual phraseology, saying, "People are always saying, 'Rickey says Rickey.' But it's been blown way out of proportion. I say it when I don't do what I need to be doing. I use it to remind myself, like,`Rickey, what you doing, you stupid....' I'm just scolding myself."[55] Henderson did use the first person pronoun on occasion, such as when he defended his position during a contract dispute: "All I'm asking for is what I want."[28]
There are many anecdotes about Henderson. A Padres teammate (variously reported as Steve Finley or Tony Gwynn) once offered him a seat anywhere on the bus, saying that Henderson had tenure. Henderson replied, "Ten years? What are you talking about? Rickey got 16, 17 years."[70] Jon Heyman, a writer for The Sporting News, said he was willing to believe an apocryphal story that Henderson was so proud of a $1 million paycheck that he framed it instead of cashing it, thus losing several months interest.[71] In 2002, Henderson, in an argument with pitcher Orlando Hernández, stated, "He needs to grow up a little bit. I ain't a kid. When I broke into the game, he was crawling on his hands and knees. Unless he's as old as I am. He probably is."[72]
One widely reported story was a fabrication that began as a clubhouse joke made by a visiting player.[70] While playing for Seattle in 2000, Henderson was said to have commented on first baseman John Olerud's practice of wearing a batting helmet while playing defense, noting that a former teammate in Toronto did the same thing. Olerud was reported to have replied, "That was me." The two men had been together the previous season with the 1999 Mets, as well as with the 1993 World Champion Blue Jays. Several news outlets originally reported the story as fact