Just when the rest of the country is focusing on this city for very different—and far less salutary—reasons, the Minnesota Orchestra is immersed in its second-annual Nordic Soundscapes Festival, an exploration of music from the European north that embraces both the familiar and the obscure. The first set of concerts began Thursday; the second starts on Friday. All—save the chamber-music program this past Saturday—were, or will be, conducted by Thomas Søndergård, the ensemble’s music director, now in his third season, and himself a Dane. (A concert absent Mr. Søndergård on Jan. 3 featured music by the Icelandic popstar Björk interspersed with movements from the non-Nordic Bartók’s Concerto for Orchestra.)