I have spent 3 months in Denmark and I can tell you right now that this was the best decision I ever made. There are, however, 5 things I will not miss from Denmark, maybe consider these when looking for a place to study or work abroad.
1) The prices (and taxes)
I haven't eaten out in 2 months, you know why? IT IS SO EXPENSIVE TO EAT OUT! It works out well for the Danes, because their taxes are so high that all of their education is free, as well as their healthcare, and they have a great welfare safety net. I still have to pay my home college, as well as, my traveler's insurance, and crazy expensive rent here. Lawd have mercy.
2) The weather
I don't quite know how to explain this one. It is usually cloudy. Sometimes it will rain, but it's not real rain, it's just a drizzle. If it does rain though, it is usually too windy to use an umbrella. Basically, unless you have 20/20 vision or you wear contacts every day, buy wipes for your glasses. Add a bike to the equation and you wish that you could wear glasses with mini windshield wipers. It is very complicated. Once the sun comes out, as it does every two weeks or so, do not be fooled! Bring your coat anyway, because the nordic winds are colder than your ex's heart.
The Danes are a quiet bunch. They do not make eye contact on the streets or on public transportation. They get startled when you stop them on the streets to ask them a question. They are not socialized to assume that you are friends after a couple hangouts. These people are more difficult to get to know, but the friendships tend to be longer and deeper when they are formed. Just be cool and don't say, "OMG IT'S LIKE WE'RE BEST FRIENDS." It freaks them out.
4) The language
Just go on youtube and look up people speaking Danish.
5) Chicken wings
The chicken wings here are just not quite right. The sauce is off. IF YOU ARE READING THIS, SEND ME MEDIUM HOT BUFFALO WINGS WITH A SIDE OF BLUE CHEESE.
Regardless of these 5 things, if I had to choose again, I would choose Denmark. These are just cultural differences that I don't think I could ever get used to for the rest of my life!