That's definitely not a Henning Nickel, at least to my knowledge. Most 1939 Henning Nickels exhibit a die crack running from Monticello to the US in pluribus. Moreover, most 1939 Henning Nickels also exhibit a void/depression in the r of pluribus as well. Other than that, your coin is genuine, but it is damaged and altered. http://www.error-ref.com/henning-counterfeit-nickel/
I found this in an old Whitman folder from part of a partial collection I was given recently. I thought everyone here would appreciate it. Back into circulation it goes.