The day ran nearly an hour overtime, but that didn't stop thousands of locals staying put at venues for a glimpse of the popular Duke and Duchess of Sussex - if not a hug.

The day began with a walkabout at Melbourne's Government House, including meeting young innovators and entrepreneurs, lunch of native Australian ingredients, a school visit, tram ride and visit to South Melbourne beach.

Australia's newest favourite royals did not disappoint.

The Government House walkabout took about half an hour, with several thousand people lining the drive to Government House on Thursday morning.

Long time royals watcher Sandra Nomikos was one of the first to exchange words with the pregnant duchess, handing her a bouquet and gifts for Prince Harry - a book on his mother Diana and a hat from Uluru - and a birthday present for Prince Charles - a book on the Dandenong Ranges.

"She's beautiful, she's perfect," Ms Nomikos said afterwards.

About halfway up Prince Harry stopped at India Brown who had a sign emblazoned with "Been here since 4am, loved you since I was 8", reducing her to shakes and tears.

"Prince Harry just hugged me," an overwhelmed India, who was shaking and crying, said afterwards.

"I didn't expect it to happen because it against protocol."

Schoolgirls Jasmine and Lily got up at 5am to get their prime position and shook hands with the duchess, drawing her over with their homemade sign.

"It was more than what I imagined, it happened in such a flash, just amazing," Jasmine said.

Harry and Meghan were inundated with gifts, including many presents for the baby who is due in the northern Spring.

Meghan, who is four months pregnant, tried her hand at AFL with a handball, appearing quite natural even though she wasn't dressed for sport in towering Manolo Blahnik stilettos on the lawns of Government House.

After lunch at Mission Australia's Charcoal Lane social enterprise restaurant, the couple headed to Albert Park Primary School where hundreds of screaming and jumping schoolkids greeted them.

They then jumped on a tram - but didn't have to tap on - to inspect South Melbourne Beach and speak to locals involved in keeping the beach clean.

Australian Associated Press