The best decisions I have made in preparing to come to Denmark were to bring my winter boots and my red pea coat. I didn't think I would need them, the boots especially, because I hear that it usually doesn't snow very much and when it does, it doesn't stick around.
The temperature have been about the same as that in lower Michigan. But in Michigan, I drive everywhere. Here I walk most places. It's also really windy here. Like 20-30 mph winds and higher by the sea.