Drupal page not caching in Varnish?

Have a Drupal site that you can't get to cache? Seeing Drupal's default_page_header Cache-Control: no-cache, must-revalidate, post-check=0, pre-check=0 in the headers, but the performance settings are correct?

Every page load with a drupal_set_message is explicitly not cached. If you're not setting a message box, check to see if Drupal messages are being suppressed in the theme.