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)
2) The weather
4) The language
5) Chicken wings
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!