I've been looking around, and all I see is that Nicholas probably was able to read Danish and speak it to some degree, according to Radzinsky and Massie. I have also seen references to Nicky being able to read Swedish but not speak it.
Regardless of what Chat says, there is a difference between being able to read a language and speak it. My Mom used to have a German maid who could read books aloud in English but didn't understand a word she said. Also one of our posters here, Menarue, has told us that though she can read and translate several languages, speaking can be a different story. Many people can read languages but not speak them. Those who actually do know and speak several languages are aware of this.
I found this in a google search about Nicholas and his mother and languages:
From a very early age, Maria Feodorovna was known as Minny in the family. This is also how she would sign her letters. She was fluent in Danish; French; German; and Russian. Not so much in English because it was not a world language on the Continent the way it is now. Her older sister, Alexandra, known as Alix, took lessons in English from Miss Mathilde Knudsen, known as “Miss Knudsen” immediately before her marriage to Bertie. Maria Feodorovna, on the other hand, had a French-speaking Belgian governess by the name of Mlle. Sidone de L’escaille, at Det Gule Palæ in Copenhagen. Mlle L’escaille became Maria Feodorovna’s life-long friend and confidante. Her task was to teach French etiquette and how to be a lady in society.
Maria Feodorovna’s parents, King Christian IX and Queen Louise, spoke a mixture of Danish and German, which was quite the common thing in Denmark at the time. Her mother came to Denmark at the age of three. She was of the House of Hesse-Cassel. Maria Feodorovna would speak German to her mother but following the Danish defeat over Germany in 1864, German was banned. So mother and daughter did not communicate in German after 1864. A German word that was used very frequently in the Danish Royal Household at the time was “bitte,” which means “please.”
Maria Feodorovna’s diaries are in Danish. However, when she was in house arrest in Crimea, she would write one paragraph in Russian if she had a Russian-speaking person in mind; Danish if she had a Danish-speaking person in mind; French when she referred to a French-speaking person, and so forth.
At the age of sixteen, Maria Feodorovna’s first letter to her future father-in-law, Tsar Alexander II, was in French.
For her son, Nicholas (Nicky), and her daughter-in-law, Alexandra (Alicky), she would use Russian and English. Alicky, although German by birth, was brought up by Queen Victoria, which was why she was fluent in English. On her marriage to Nicky, Maria Feodorovna asked Alicky to call her ‘Mother Dear,’ not ‘ Aunty Dear.’
Maria Feodorovna’s letters to her older sister, Alexandra (Alix) were in Danish. Absolutely. Please note here that whenever Alix wanted to enquire about, or send greetings to, Tsar Alexander III, known as Sasha, Alix would always write it in French.
When Maria Feodorovna arrived in St. Petersburg to marry Sasha, she converted to the Russian-Orthodox faith. In Denmark, her Christian names were Marie Sophie Frederikke Dagmar. Dagmar is a Gothic name and was very popular in the Nordic countries at the time. Because the patronymic would be Christianovna because of her father and since Christianovna does not exist in Russian, Tsar Alexander II decided that her Russian name was to be Maria Feodorovna. Dagmar was so Nordic that it did not exist in Russian either.
Maria Feodorovna had already taken lessons in Russian in Copenhagen before leaving for St. Petersburg in 1866. Whenever she wrote a letter to Sasha, she would begin the first paragraph or two in Russian, which Sasha praised her for. Sasha and Minny would speak Russian to one another on everyday affairs. When they discussed more complicated issues, Sasha insisted on doing so in French in order to avoid any misunderstanding.
To her sisters and brothers on the thrones of Europe, she would always write in Danish. It is interesting that her sister-in-law, Queen Olga of Greece, married to her brother Vilhelm, who ascended the throne of the Hellenes as George I, was fluent in Danish. Olga, a Russian-born Grand Duchess, was known within the family as Oli.
From the very day that Maria Feodorovna left Denmark in 1866 and until the death of her father, Christian IX in 1906, father and daughter would write in Danish.
It is interesting that Alexander III and Marie F. used French as the mutual language when discussing something too complicated for her Russian skills, and apparently he had no Danish. French being the language of the court was useful for everyone, regardless of what languages they spoke, to use as a common language everyone knew when there were barriers. How awkward it must have been to have a communication barrier with your own spouse!