Usually it was something of a national assembly or representation of leaders who elected a new sovereign to start his dynasty.
What is quite surprising is that many of those dynasties that were elected have linked back to previous rulers or have since their election married into lines that link back to older dynasties.
Harald V is not only the grandson of Haakon VII but also descents from all the previous Kings of Norway of the Bernadotte dynasty and his Danish ancestry links him to previous Danish kings who ruled Norway.
Carl XVI Gustaf of Sweden paternal line goes to Bearn in France but his Bernadotte ancestors did marry women descending from previous houses so as a result he'd be also the heir of Gustav IV's line.
Philippe of Belgium is a Coburg, but his ancestors include Willem I king of the United Netherlands, as well as the Habsburg dynasty who ruled most of the territories now making up Belgium before as well as the link to the Capetian House of Burgundy and various Capetian lines.
England chose for James VI of Scotland as the successor of Elizabeth I instead of the line Henry VIII's younger sister Mary as was stipulated in his changes to the Royal Succession. James descended from both children of Henry's older sister Margaret Tudor so there was a dynastic link anyway, just as when they left out all Catholics from the line of succession.
Christian IX and his wife Louise both had links to previous kings of Denmark, with his wife even having stronger links than him.
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The royal dynasties all have different origins (elected, conquered, purchased, acquired through dowries or treaties, etc.); however, all the cases you mentioned involved houses which turned hereditary.
Of course, King Louis-Philippe of the French was the only sovereign of his house (Orléans being a cadet branch of the Bourbons, which in turn branched off from the Capetians). Still, his descendants have remained a royal dynasty (otherwise one wouldn't be talking of succession to headship).
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