"I've read of a person with severe depression saying they would almost prefer to have an illness that is visible – to say, `I have cancer', to say, `I have AIDS' – because they are better understood, someone else can relate to it."
Mary is also promoting research into a heart disease, a move she acknowledges is inspired by her late mother.
"I'm the patron of the Danish Heart Association and they've just established a Crown Princess Mary's Heart Fund for valve-replacement research, which is what my mother suffered from, and I am on the board for the new fund. So that's obviously something that's very close to my heart. I don't have a problem with sharing my own personal experience."
Mary admits her wedding day was a day she – and many of her admirers – will never forget. But she only watched a video of her wedding day late last year while recovering from a gall bladder operation.
"That was quite interesting because it was a little bit hard to see that that was me," she said.
"It was surreal," said Frederik.
"I was just so happy," Mary said.
She described her extraordinary horse-drawn carriage ride through Copenhagen's streets, filled with cheering Danes.
"It was amazing. There was just people everywhere, on roofs, hanging out of windows, just . . . it was such a joy. There was so much joy and warmth and good wishes for us. It was quite spectacular, that carriage ride.
"I think I was very much in the moment the whole day during the wedding.
"But to have that effect on people, it was quite amazing. By just being happy yourself and enjoying the moment, people were able to take a little bit of that for themselves."
One of the behind-the-scenes highlights for the Crown Princess was watching her friends and family mix with Frederik's family and friends: ordinary Australians hob-nobbing with the cream of European royalty.
"I think all my friends – our friends now – who came from Australia just had the greatest time. There was this mixing of so many different cultures at our wedding as well which was just wonderful. There was even a rugby `test' between the Aussies and the French that they just set up for themselves.
"But it was like there were no barriers.
"It was just an open forum for everyone to have a great time."
Mary said she and Frederik meticulously planned the wedding to ensure they could enjoy moments of privacy in a ceremony witnessed by tens of millions.
"It was something that we talked about," Mary said. "We were worried that we would not be able to show our love for each other because of everything going on around us and all that focus – with cameras catching us at vulnerable moments.
"But then we just said let's just do what feels right to do."
Frederik has introduced Mary to his great passion of hunting, taking her on pre-dawn, below-freezing expeditions. But not everything went to plan.
"I was sitting there in the freezing cold, not allowed to say anything, I'm not allowed even to move to keep a little bit warm," laughed Mary. "And then by the end of it I'm getting irritated because I move too much."
"I was telling her she was scaring the animals," said Frederik.
But Mary respects the highly traditional Danish hunting scene.
"I mean it's done very traditionally and it's very important that those who go out hunting are damn good shots," she said. "There's not a person that will go out without having the appropriate licence and experience.
"After being out in the freezing morning you go to a very traditional lunch where it's schnapps and herring, which actually I don't really get into."
The couple often hunt for pheasants – "The most prestigious", said Frederik – but more recently have hunted deer. But Mary has reservations.
"Yes, red deer," Frederik said.
"Bambi!" cried his wife.
Australianisms still litter the royal couple's lifestyle. There is no Vegemite in the cupboard, but lots of Tim Tams.
"No, I never was a big fan of Vegemite," Mary said. "But we've got a lot of Tim Tams in the house."
Frederik said he was yet to master the art of sipping tea through a Tim Tam.
"I love them. But when I try to suck them through the hot drink it goes everywhere," he said.
Mary said they received a stone kangaroo for a wedding present.
"He's about a metre high and he sits out in our garden and pretty much every person who comes looks twice," she said.
"They think we now own a live kangaroo, so that's quite funny.
"We have a boxing kangaroo as well that was given to us by the Australian athletes when we were at the Olympic Games in Athens."
Mary said one of her mates in Sydney has promised to send her copies of Kath & Kim to keep her in touch with Aussie humour.
"I've also asked for The Comedy Company and those older comedy series. I can't wait to show Frederik some of those things," she said.
What of her transition from Mary Donaldson, Sydney real estate agent, to Her Royal Highness?
"It's so strange that you often don't think of it," she said.
"Obviously my life has changed quite dramatically, but I'm still very much the same person and very happy to be the way I am and with the person I'm with.
"And that's the greatest change – to be married. So when people ask `Oh hasn't it just been too overwhelming?', I would say of course there's been times where I've thought `My goodness, what am I doing here wearing this tiara made for the coronation of Napoleon?'.
"But then I get the love and support from Frederik and so we must continue.
"I tend to take things as they come. I don't think too much about the prospect of becoming queen.
"But I still wake up in the morning and think `Oh my God, I'm married'. That's as big a change as anything. And that's just marriage in the sense of anybody being married, not just because I'm married to the Crown Prince."
Nine months after her big day, she's still floating.
"We enjoy what we're doing, we have fun. When we are at official engagements like the opening of the new Opera House (in Copenhagen), I mean that was a wonderful thing to be a part of and we enjoyed it as a couple together. So when you are out on official duty you are not just there to sit and act officially, you actually enjoy it: You're out on a date."
At the Athens Olympics, the Crown Princess found herself cheering the Aussies and the Danes.
"It's hard when you've followed an athlete for many years to suddenly say, `Oh, sorry, but I have to change my direction to someone wearing red and white'," she said.