In 1991, a young man by the name of Ville Hermanni Valo decided to form a band. At the time he was working in his Father's sex shop located in a small suburb in Finland and decided that he needed to do something more creative with his life. He made a few demos with himself playing the guitar parts on a six string bass, with help from a friend, Mige, playing the bass parts, and random friends playing on the drums. After one show the band went their separate ways. Four years later Ville met back up with Mige to form another band. Ville and Mige brought their friends Linde to play guitar, Mika Karpinen to play drums, and Juska Salminen to fill in as keyboards. .
The band was unsuccessful in deciding on what they should call themselves. After some debate over band names, Mige spray-painted His Infernal Majesty on his only Marshall amp and that was the end of the debate.
In 1996, His Infernal Majesty decided to shorten their name to HIM because they did not want to be mistaken for an orchestra group in Canada called Infernal Majesty. They also did not want to be linked to a devil-worshipping cult.Even though His Infernal Majesty altered their name to HIM, they were still harassed by the Catholic Church and similar organizations. They were accused of being devil worshipers and linked to the Finnish Satanists. HIM denied all accusations of having any ties with the infamous group; the irony was that the Finnish Satanists did not want anything to do with HIM because the band was not in favor of spreading the satanic message and their philosophy. .
By 1998, HIM released their first complete album, Greatest Love Songs Vol. 666. The title would seem like it has to with some kind of satanic relation, but its not as Ville Valo claimed. For the title of the album, Ville Valo explained, "666 is something you're possessed with, something you just have to get although you know it will destroy you in the end.