Your public behaviour will be closely watched and it isn’t beyond the realm of possibility that you might receive a lecture if you fail to observe proper form. You should almost always avoid being too loud or boisterous, since this runs contrary to Danish instincts and might be seen as self-serving disturbance
I stayed a few days in Helsinki in a friend of a friend's flat. After a few days there all the bins inside were filled with rubbish and we wanted to empty them to the correct place, but we hadn't been told how to access the communal bins so, eventually I put the stuff into some bags and went to the street and I was putting a carrier bag full of rubbish into a waste-paper bin when someone approached me and gave me a bollocking for not putting in my own home bin (to which I had no access).
I was also told off several times for crossing the road when the red man was showing even though there were no cars in sight in either direction. Hundreds of Finns standing by the side of road waiting to get permission from the traffic lights took major exception to my radical free-thinking.
Also, you have to go outside bars to smoke, but you can't take your drink out. This is rigorously enforced by bar staff, other drinkers, and passers by.
Also, we went to a festival and we had these backstage passes which meant we could hang around... well, backstage, obviously (not with the artists but with the staff and so on) and get out of the merciless Finnish summer. Again, the act of going to the toilet with more than one person or doing anything that looked as though you might be breaking the law, was brutally clamped down on by the other backstage people, no need for any security or anything like that.
So, if Denmark, is anything like Finland I can well believe the above.
@Mr. Tea please don't communicate the above to our Finnish friend who made the above trip possible but in my experience Helsinki is the only place I've ever visited that I've really hated. Horrible weather, horrible bars, a few nice buildings which were all built by Russians, no possibility of purchasing alcohol after 11pm - and all of these rules not only obeyed, but enforced by a nation of self-righteous snitches. And to cap it all off, everything there costs four times the price that you would pay to do it in the most expensive part of Tokyo or Monaco.
Oh yeah, and the supermarkets are filled with the worse and most depressing food ever, under these weird strip lights that seem to be designed to make it look as bad as possible, even though there is really no need for that.