Nicholas’s mother Dagmar (Maria Feodorovna, wife of Alexander III of Russia) and Queen Alexandra, George V’s mother, were sisters, daughters of King Christian IX of Denmark.
“Nicholass mother Dagmar (Maria Feodorovna, wife of Alexander III of Russia) and Queen Alexandra, George Vs mother, were sisters, daughters of King Christian IX of Denmark.’
Which, of course, is why Nicky and Georgie were cousins.