The main source to knowledge about Carl Nielsen is besides his music, the composers touching child memories, articles and letters. These have recently been published in large scientific editions:

Fanning, David and Michelle Assay (ed.): Carl Nielsen, selected letters and diaries. 832 pages, selected, translated and commented by the editors. Cph., 2017
Fellow, John (ed.): Carl Nielsen til sin Samtid, vol. 1-3 (Carl Nielsen articles), Cph., 1999
Fellow, John (ed.): Carl Nielsen Brevudgaven, vol. 1-12, (Letters to and from Carl Nielsen) Cph., 2005-15
Nielsen, Carl: Min fynske barndom, 1927, commented by Ejnar Stig Askgaard and Thomas Søndergaard Estrup Iversen 2015
Nielsen, Carl: Levende Musik. Essays, 1925, republished several times.