'I blacked out': Harry and Meghan take to the streets

Admirers have again got up close and personal with Prince Harry and Meghan Markle as the celebrity couple immersed themselves in Aboriginal culture and championed mental health initiatives.

The unofficial royal tour of the Duke and Duchess of Sussex continued on Thursday, with the couple starting their day soaking up Aboriginal culture in Melbourne's Scar Tree Walk.

Arriving at Federation Square, they were greeted by Koori Heritage Trust representatives with a young boy showing them a ball made of wombat hide.

"Do you know that children's book Diary of a Wombat?" Meghan asked him.

"Our kids love that book. It's so good. It's very cheeky."

The royals were guided through the city's scar trees, living heritage sites created when Melbourne's Wurundjeri inhabitants stripped bark off trees to craft canoes and other items.

In one of their most public appearances of their trip, the Sussexes strolled through Birrarung Marr park, listening intently and asking questions about various sites.

After missing a chance to see Harry on Wednesday at the Western Bulldogs HQ, Vida from Altona walked up and gifted the pair a bag of cards and Australiana-style colouring books for Prince Archie and Princess Lillibet.

"I thought that would be something that they would appreciate," Vida told AAP afterwards.

"They're just the epitome of what human beings should be about ... They're humans with emotions, and they're humans with empathy and loving."

A small crowd of curious passers-by grew gradually, with people stopping to investigate the commotion and many staying to snap selfies.

Courtney Higlett and her son Zaya shared a special moment with the pair, grabbing a selfie.

"A lot's gone on with Harry and Meghan, and we choose to ignore it and just look up to them as role models for what they do," Ms Higlett said.

Harry and Meghan then made a quick stop at Swinburne University to visit Batyr, a mental health organisation whose work dovetails with Harry's mental health advocacy.

A bustling crowd of students and staff grew as news of their visit filtered through the grapevine, with staff members Freya Coates-Hutchinson, Kaylah Hands and Sarah Post arriving early to nab a prime spot.

Their efforts paid off. As the Duke and Duchess walked up to the door, Meghan looked back and locked eyes with the trio.

"She came over, and she looked so nice, and she was giving us a smile, and shook our hands," Ms Hands said.

The duchess greeted the excited trio and asked Ms Hands' name, Ms Coates-Hutchinson recounted.

"I didn't even know she did that. I blacked out a little bit," Ms Hands said.

Away from the crowds, Harry and Meghan showed their vulnerable side as they listened to the experiences of young people and shared their own insights.

"I was surprised at how connected and how thoughtful their responses were," Shapeshifters co-founder Alan Chen said.

By the time the pair stepped back out to be whisked away, a crowd of students had ballooned, with gasps erupting when they appeared.

Their final stop in Melbourne will be at the InterEdge Summit, a professional development event to foster mentally healthy, safe and high-performing workplaces, where the duke will deliver a keynote address to guests who have paid about $1000 to $2400 for a ticket.

No longer working royals following their much-publicised split with Buckingham Palace, Harry and Meghan are visiting in a private capacity.

Harry spent Wednesday visiting the Australian War Memorial in Canberra, where he attended a solemn Last Post ceremony and gave a speech to veterans sports organisation Invictus Australia.

The pair will fly to Sydney later on Thursday, where Meghan will headline an exclusive three-day women's retreat pitched as a "girls weekend like no other" with tickets starting at $2699.

The duke and duchess will end their trip in Sydney, sailing around the harbour and attending a rugby match.