The Palóc Museum is the best first stop in Balassagyarmat. It explains the folk culture of Nógrád county through costume, household objects, religious life, and the cycle of village work and feast days. The skansen section adds the missing texture: timber buildings, tools, and the kind of everyday spaces that make the indoor displays easier to read.
This is not a polished national museum, and that is part of the point. It is local, specific, and rooted in a culture that visitors moving quickly through Hungary often miss. Give it an hour, more if the open-air buildings are fully accessible.