Marie Sophia Frederika Dagmar was born on November 26, at the Yellow Palace in Copenhagen. She was the second daughter and fourth child of Prince Christian of Schleswig-Holstein-Sondenburg-Glucksburg, a minor German prince, and Princess Louise of Hesse-Cassel. The Glucksburgs, as they were commonly known, lacked either the territory or the fortune to raise their children in a regal manner. While the family lived a rather unostentatious and pious life, Dagmar and her siblings enjoyed the carefree environment upon which they were brought up. At the time of her childhood, little did Europe know that Prince Christian and his children would populate the thrones of Denmark, Norway, Greece, Russia, Great Britain, Hannover, Romania and Spain.