I started with Marie Krøyer and Anna Ancher, as those are two artists of the bunch who particularly interested me when I was in Denmark and nearby countries and going to art museums. Well, staying at Skagen and then finding out painters had loved the light there was a huge part of sparking my initial interest, which was strengthened when I found out my sister loves the work of the Krøyers too. And yet, as you'll see, saying "the work of the Krøyers" isn't the straightforward phrase it appears to be, as these people had complicated lives, in work and love and all things. They and their friends and acquaintances left palimpsests of a sort in their work, which fascinate and puzzle and tantalize. Juan and I are still remarking on what the painter of "The Scream" made of the Evening School bunch when he was around them. (Also what commentary on Munch's observations of the social and romantic life of the Skagen artists might be made regarding the painting, which discussion came from seeing a great many of the associated artists' work together, probably at the Hirschsprungske Samling and other Copenhagen museums on our trip there. Sadly, the museum at Skagen was closed when we were there, or I would have found out more about them earlier.)
The Skagen painters were not just painters; sculptors, writers, and composers were part of the flock that gathered in Skagen every summer.
Anyhow, there is so much I don't know about these people, but here, have a tiny start on a list of...
Marie Triepcke Krøyer Alfvén -- When women wanting to study art were refused entry to the Danish Royal Academy of Fine Arts, she did something about it. And that was just the beginning. There's an overview (part 1 and part 2) at the National Museum of Women in the Arts' website, as well as info on other artists mentioned her.) Husband also painted, and things didn't work out so well between these two.
Anna Brøndum Ancher -- Grew up in Skagen, the only member of the Skagen Painters group to do so, if I recall correctly. Her talent was recognizable from an early age. (Some info at NMWA.) Well known as a great Danish artist. (Here is Girl in the Kitchen 1883-1886.) Husband also painted, which worked out a bit better for Anna than a similar situation had worked out for her friend Marie, above.
I must go have food and then do some work, so I'll leave this here for now and hope to add to it later. Please do recommend sources I might like if you know them! What little I know is from looking at the work in person, and from a book on the pieces in the Hirschsprungske Samling which I cannot find at the moment.
Here's a link to an Facebook group about the work of the Skagen painters, for those who do the Book of Face: https://www.facebook.com/skagenpainters/