Rickey Henderson loved Barry Zito’s quote:

“All of us non-first-ballot Hall of Famers shouldn't have more pride than Rickey,” Zito said on the A’s final day of spring training.

With that, the pitcher headed to Triple-A Nashville to resume his bid to return to the majors, saying he was inspired by his conversations with Henderson, who made a few comeback bids at the end of his playing career.

Zito is at the highest level of the minor leagues. Henderson took to independent ball, playing for the Newark Bears and the San Diego Surf Dawgs. Not a typical step for a first-ballot Hall of Famer.

“I had a great time. To tell you the truth, I probably had a better time than I did in the major leagues,” Henderson said. “In the major leagues, we always worry about how well we’re doing. When I got a chance to play in independent ball, it wasn’t about how well you do but how much fun you’re having, and I had a great time.”

That’s Henderson’s message to Zito.

“Enjoy it,” he said. “Be satisfied to be there. It’s a blessing. God gave us a place, a test. God’s saying, 'Are you going to go down and holler and bitch about the test I’m giving you, or are you going to enjoy the test to get to the big leagues?’ If he feels the same way he felt in the big leagues, I guarantee he’ll be back.”

Zito is 36. When Henderson played independent ball, he was in his mid-40s. Nobody played for the love of the game more than Henderson, who made $3,000 a month in his final independent season. I always thought he might be the first Hall of Famer to miss his induction speech because he had a game.

Luckily for the baseball world, Henderson came to his induction, his plaque showing him in an A’s cap.

“The Surf Dawgs’ owner offered me a million dollars to take his hat to the Hall of Fame instead of an A’s hat,” said Henderson, knowing the Hall might not have approved.

As for Zito, Henderson has faith: “He’s going to end up getting that shot. He’ll come back to the big leagues. In my heart, that’s what I believe.”

John Shea is a San Francisco Chronicle staff writer. E-mail: jshea@sfchronicle.com Twitter: @JohnSheaHey