She was the daughter of King Christian IX and Queen Louise of Denmark. She was engaged to Grand Duke Nicholas of Russia who died, but engaged to and married Nicholas' brother Alexander who became Tsar Alexander III. Alexander III was a reactionary while his father, Alexander II had been a progressive. Tsaritsa Maria Feodorovna made no impact on history, but she was fun-loving and popular at court. She distrusted Alexandra of Hesse and tried to prevent her son Nicholas from marrying her, without success. Her concerns were borne out and Dagmar outlived her son and daughter-in-law.
Dagmar-Maria Feodorovna's Wikipedia article is here.