He was born 4 March, 1743, at Downhouse, in the parish of Tavistock, of respectable parents. They moved whilst he was still an infant to a farm belonging to them, Knighton, in the parish of Hennock. As a child he was fond of mechanics, and amused himself with contriving various pieces of machinery. When aged eight years he watched the construction of a mill, and imitated it in small in wood, thoroughly grasping all the points in the mechanism. After a while the workmen engaged on the mill came to a difficulty, and the mill stopped, nor could they rectify the fault. Little Will Davy pointed out the defects; they saw that he was right, remedied the defects, and the mill ran “suently.”

He was educated at the Exeter Grammar School, and at the age of eighteen matriculated at Balliol College, Oxford. Whilst there the idea came into his head to produce a great work of divinity, a compendium of evidence of the origin of the Christian Faith; but the idea lay dormant for a few years.

On leaving college he was ordained to the curacy of Moreton Hampstead, and married Sarah, daughter of a Mr. Gilbert, of Longabrook, near Kingsbridge. When settled into his curacy he began to reduce to order the plan he had devised of writing a General System of Theology, and wrote twelve volumes of MS. on the subject.

Then he shifted to Drewsteignton. His preaching was complained of to the Bishop of Exeter, who sent for him. He took his twelve volumes of MS. with him and showed them to the Bishop, and bade him look through them and mark any lapse from orthodoxy.

This was more than the Bishop was disposed to do; he ran his fingers through the pages, he could do no more. “What the parishioners objected to,” said Davy, “was not that I taught false doctrine, but that I rebuke vicious habits that prevail.” Actually, doubtless, it was his long-winded discourses on the evidence for a God, and for the immortality of the soul, that the people objected to. They, simple souls, no more needed these evidences than they did that they themselves lived and talked and listened.

The Bishop was courteous, and promised Davy that he would give him any living that fell vacant, and asked him if he had a preference for one. Davy humbly replied that there was a certain benefice likely to be vacated very shortly that would suit him exactly. The Bishop promised to remember this, and of course forgot, and appointed some one else, one more of a toady, or better connected.

Davy continued his mechanical work and executed several ingenious pieces of machinery.

Then he was appointed to the curacy of Lustleigh at £40 per annum; but from that sum was deducted £5 for the rent of the rectory in which he had to live, the incumbent being non-resident.

Whilst at Lustleigh he published by subscription six volumes of sermons and lost £100 by the transaction, as many of the subscribers failed to pay for the books sent to them.