Old Norse "light maid".

Princess Marie Sophie Fredrica/Frederikke Dagmar of Denmark was named after her kinswoman Marie Sophie Fredrica of Hesse-Kassel (1767–1852), Queen Dowager of Denmark. Dagmar's father soon became an heir to the throne of Denmark, largely due to his wife's succession rights as niece of King Christian VII. Born in Copenhagen as a daughter of a relatively impoverished princely cadet line, she was baptized into the Lutheran faith. Her father became King of Denmark in 1863 on the death of King Frederik VII. Due to the brilliant alliances of his children, he became known as the "Father-in-law of Europe." She was the sister-in-law of King Edward VII, the husband of her older sister Alexandra of Denmark.