The custom for Denmark's royal family is to not release a new baby's name until the christening, so even though the newest member was born in the winter, she wasn't officially named until today: Athena Marguerite Francoise Marie, daughter of Prince Joachim and Princess Marie.
Marguerite is probably after her grandmother Queen Margrethe, and the Francoise is mostly likely for her maternal grandmother. I'm not quite sure about Athena (maybe a nod to the Greek side of the family?). It's sort of like Princess Estelle of Sweden from a few months ago, I don't think anyone saw this one coming. It's pretty, and certainly has history behind it, but I was expecting something more traditional and less trendy. Wdyto it?
Also, her brothers are Nikolai William Alexander Frederik, Felix Henrik Valdemar Christian, and Henrik Carl Joachim Alain.