He was born in Glyn Ceiriog, Denbighshire, in north Wales but moved with his parents to Rhyd Ddu in Snowdonia, Bryn-rhos and Bangor, Caernarfonshire.
During the First World War, he was a conscientious objector and carried out agricultural work on the Llyn Peninsula, preaching in Pwllheli during this time.
His publications included works on religious topics: Cristnogaeth a meddwl yr oes (1932), Datblygiad Duw (1934), and a book on the Epistle to the Ephesians (1933).
He resigned from the Theological College in 1933, after events showed that he was suffering from a disturbance of mind: he had a split personality for the rest of his life.
During this time, he wrote various essays and poems and began to call himself "W. D. P. Davies", saying that the "P" stood for "sinner" (Welsh: Pechadur), but it may have derived from his wife Margaret's maiden name (Palmer).