The Love of King Henry VIII was always Catherine of Aragon. all of his other marriages were to provide a male heir to the throne

Often people refer to King Henry VIII as the "Bloody King" but when you study the history he was under incredible pressure simply because the nation at that point wasn't ready for a Queen to lead them. So, even though Mary, Queen of Scots was Catherine of Aragon's and King Henry VIII's daughter, she couldn't be accepted by the king or his court at that point as the actual Queen of England. 

These were the times they lived in then. So, having Queen Elizabeth I take the throne over Mary must have galled Mary incredibly because she was the heir and born before Elizabeth I. So, you see the problem here eventually resulted in a confrontation between Mary and her sister Elizabeth I who eventually was forced to execute her sister which is also very sad on many different levels.

In studying the history you begin to see that it wasn't that Henry was a "Bloody" King it was that he was forced to keep trying to have a living son. Catherine had two sons but both died one in utero and one soon after birth and only Mary survived as Catherine's child.

But, the Love of Henry VIII's life was Catherine of Aragon (The Spanish Princess). 

The other problem that all this caused was that like Catherine of Aragon, Mary was a devout Catholic and Elizabeth I was definitely an English Protestant like her Father King Henry VIII. So, the problem between Elizabeth I and Mary was more about Catholicism versus Protestantism more than any one single factor too. And because Elizabeth I executed her half sister Mary, England Stayed as Protestant nation ever after that.