Grand Duke Nicholas Mikhailovich of Russia was the eldest son of Grand Duke Michael Nikolaevich of Russia and a first cousin of Alexander III.
Grand Duke Nicholas Mikhailovich was born onApril 1859 at the Alexander Palace in Tsarskoye Selo, the eldest of the seven children of Grand Duke Michael Nikolaevich of Russia and his wife Grand Duchess Olga Feodorovna of Russia, born Princess Cecilie of Baden. Known in the family as Bimbo, he was three years old when in 1862 the family moved to Tiflis when his father was named Viceroy of the Caucasus.
Source: Wikipedia