First things first. How would she like to be addressed? 'Whatever makes you feel comfortable,' replies Her Royal Highness Princess Alexandra of Denmark, courteously but bafflingly. (There isn't really a recognised comfort zone for addressing royalty, so she remains 'you' for the rest of the interview.) Outside the room, a Chinese bagpiper, loitering in a kilt, tries out a lowish, tentative moan. It is a November Sunday morning at the Royal Hong Kong Yacht Club, the day of the Panerai Around the Island Race, and the princess has agreed to give an interview amid the festivities. She has extracted herself from her family, other reporters, the stalls selling candy floss and marine memorabilia, and now she's sitting alone, without PRs or Danish consular staff, unpinning a shoulder nosegay and saying, 'I'll just peel this attire off,' and asking if she can have a few minutes' warning about photographs because she'd like to brush her hair in advance. She looks very pretty and very in control: a friendly woman of 39 who thinks before she speaks, carefully enunciates sentences sprinkled with faintly old-fashioned British phrases ('I take my hat off to them!' 'The bane of my life', 'Goodness me!') and has clearly learned to present a certain image of herself in public. Eight years ago, on November 18, 1995, Alexandra Manley, who was born and raised in Hong Kong, the daughter of a half-British, half-Chinese father, Richard, and an Austrian mother, Christa, became the wife of Prince Joachim Holger Waldemar Christian, the second son of Queen Margrethe and Prince Henrik of Denmark. She thereby gained a title and lost a surname - the Danish royal family doesn't have any - and became the first person of Asian blood to marry into a reigning European royal family. She was 31 and her groom was 26. She had been an Island School student: 'Very popular with the boys,' says an exact contemporary, and this is a constant refrain from those who know her, the young Alex not being a curds-and-whey, moping sort of storybook heroine but a vivacious and spirited young woman who loved to party. When she met Prince Joachim, in 1994, she was a mutual-funds executive who lived in Discovery Bay and he was working here for Maersk, the Danish shipping line. Those who are interested in royal form - and who view the Almanach De Gotha as a sort of glorified stud book - may appreciate the fact that their first date was reported to be at the Happy Valley racecourse. By May 1995, Queen Margrethe had informed the Danish prime minister of the happy couple's intentions, and on May 31, 1995, Manley was formally presented to the Danish government at a Council of State meeting. After that, it was Danish lessons and Danish commercial effusions: Alexandra bottles of wine, Alexandra cake, Alexandra biscuits, Alexandra beer, Alexandra phone-cards. There was a wedding dress with 8,900 pearls, a church filled with 10,000 blooms and, as if marking the occasion in a properly spectacular manner, the worst snowstorm in a decade. The bride carried a bouquet that contained bauhinia (to honour her birthplace), lime leaves (plucked from the trees of her future home at Schackenborg Castle, South Jutland) and rosemary. 'There's rosemary, that's for remembrance,' says Ophelia, who loves Hamlet, another Prince of Denmark, in Shakespeare's play. The princess certainly has vivid memories of those first few months of her married life. 'An ice winter set in, everything froze over,' she says. She peers out at Hong Kong's harbour, sulking behind a thick, stagnant veil of pollution. In South Jutland, the wind comes from Siberia and sweeps, unforgivingly, over Denmark. 'It was so odd for me to see the sea frozen, everything frozen. It was flat, you couldn't see where the coastline stopped and the sea started. They had the ice-breakers out. That was a real eye-opener for me, it was beautiful but harsh.' She laughs. 'The queen thought I'd pack my bags and leave. She said it's not normally like that. Which was quite true, it's often a grey slush.' Later, when she's describing Schackenborg ('It's just over 1,000 acres. Or hectares. I'm sorry, you'll have to ask my husband which,') she says, 'I had a lot to learn when I moved. We put in insulation and central heating - there are three wings and the middle wing had none. To go to the bathroom . . . that was a real eye-opener. But we survived and all those workmen running around made me feel homesick for Hong Kong.' When she went to Uganda on an official visit, three months after the marriage, 'I couldn't wait to get off the plane and feel that warm effect, like a cloak being wrapped around me, that wall of heat that's home.' By then, she was fluent enough to give her first interview in Danish. 'No, tell a lie, I did one two days before the wedding in Danish.' At any rate, from the outset she was determined to crack the language. She had never managed to learn Cantonese here - 'We had a Chinese amah and her English is super but, sadly, our Chinese is not' - and she wasn't going to let the same thing happen in Denmark. She speaks to her two children, Prince Nikolai, aged four, and Prince Felix, one, in Danish only. 'I made a conscious decision about that. I wanted them to know what their mother tongue is.' Except, of course, that it isn't, literally, their mother's tongue. The adjustments, in that as in so many other aspects of her life in the past eight years, have been remarkable. The week before her marriage she was confirmed into the Danish Protestant Church. On her wedding day, Queen Margrethe (whom she addresses as svigermor or mother-in-law) told her, 'From today, you are Danish and your life and work will be in Denmark,' and that faintly forbidding pronouncement, as inexorable as a spell, has come to pass. Even her parents have moved to Denmark and now live on the Schackenborg estate. 'We're such a close family - we all lived two minutes away from each other in Discovery Bay - and they wanted to be close to one of their daughters.' (One of her sisters, Nicola, 36, still lives in Hong Kong; the other, Martina, 33, is in England.) What do her parents do there? 'Oh, they love it, they've never had it so good. One thing my mother taught me is that one's never too old to make new friends. They have a local network whom they see regularly. I take my hat off to them! You have to make an effort.' This has evidently become her own philosophy, one which she expounds with a sudden, straight-backed rigour, as if she's been triggered into making a speech. 'What gets me through everything is you've got to do it. In the beginning, it was a bit harder, as the only person, sitting in the back of the car, knowing everyone is there because of you and you have to make sure they have a good time . . . You can't disappoint, you mustn't disappoint.' She continues, regally warming to her theme. 'To me, the key word was balance. It's a balance in everything we do. To be as close to the people, to the population, as we can and yet keep that mysticism, which is still there. It's the oldest constitutional monarchy in the world, yet it's a very modern monarchy and that's one of the reasons the royal family is so loved. You look at yourself and think how other people would want to see you. I don't think people would want to see me standing in a supermarket queue every day, so I go maybe two or three times a year.' Does she miss that? 'I miss it!' Does she pay compensatory visits to the supermarkets here? 'Absolutely!' Still, even this is subject to royal caution: she mentioned one of Hong Kong's supermarket chains by name (expressing horror at a consumer corner devoted to the sale of Sars-related paraphernalia - 'That really brought it home to me') then asked that the reference be obliterated in case it was misconstrued as advertising. Of such potential minefields is her public conversation now constructed. As she says, several times, with varying degrees of ruefulness, 'It's a free life within constraints.' It's a life that is about to bring her a new sister-in-law, a 31-year-old Australian called Mary Donaldson, whose engagement to Crown Prince Frederik was announced in October. The couple met at the Sydney Olympics in 2000 and the wedding will take place on May 14, 2004; Donaldson, like the former Alexandra Manley before her, is even now immersed in the tricky vowels of the Danish language. Australian journalists have greeted the news that one day, if all goes to hereditary plan, the reigning consort of Denmark will be Tasmanian with an unfettered degree of lese-majesty (the fact that the Danish royal house was established by Gorm the Old has led to a number of Gorm-less jokes), but Princess Alexandra is more circumspect in her response. 'I don't think my husband and brother-in-law could have found two brides from further away. Of course I'll support her, but only if she asks. I had to learn to adapt and tackle various situations by myself. I was given a warm welcome but you can't sit back on your laurels and think, 'This is a piece of cake.' One thing Mary Donaldson and I have in common, which is a big plus, is that we're not in our early or mid-20s but fairly mature women who know what it's like to come from corporate backgrounds.' Unlike, say, the late Diana, Princess of Wales, whose unhappy immaturity is, once again, splashed all over the world's media, courtesy of her former butler, Paul Burrell? 'It's so different in Denmark,' begins the princess, carefully. 'It's dangerous to compare people . . . One hears it once in a while, people say, 'You're so much like her,' and that's a good thing because of the charity role. When I was 19 [the age Diana became engaged], I still had so much to learn. Goodness me, my personality was just developing. When I got married I was 31, I had lived my life - I knew who I was when I got married. It was my decision, I could never have made that decision when I was 19. Never. I knew I wasn't marrying one person, I was marrying a whole country.' That makes her sound priggish (like Queen 'I will be good' Victoria) and she probably isn't - or wasn't. She has grown a new public carapace to cope with her new public life because that's what wise princesses do in the 21st century. After the interview, she is sporting enough to borrow someone's sensible shoes (princesses are, of course, famously good at trying on footwear) in order to walk out onto a rocky breakwater to have her photograph taken against the harbour murk. She runs a brush through her hair but declines the offer of a mirror. She wonders what to do with her hands and chooses to fold a cardigan. She makes pleasant small talk about the local Chinese restaurant she frequents in Jutland ('We visit it rather often'), and the Danish film crew who are coming to Hong Kong to make a documentary that will be aired at about the time of her 40th birthday next June ('But we don't want to talk about that.'). Afterwards, she walks past a half-size replica of the Little Mermaid which, unexpectedly enough, sits among the subtropical bushes of the Royal Hong Kong Yacht Club, to which it was presented, on December 14, 1919, by Hong Kong's Danish community. 'Oh wow!' she says, reading the plaque. She looks at the little - even littler - mermaid, who once lived in a fairytale but whose physical manifestation has had its recent problems in Copenhagen's harbour, and says, thoughtfully, 'They're always cutting her head off.' Then she joins her Hong Kong and Danish families for lunch.