I wanted to do a post dedicated to dressing like a Dane...but in all honesty, we're still trying to figure it out, really. They told us during Orientation that the Danes don't wear colors, but that's not entirely true.
Yes, there are a lot of neutrals (grey, black, navy blue, dark brown, white). But there are also a lot of Danes that wear colors, especially the kids. As far as I can tell, you can still blend in pretty well in blue, red, and dark purple. They also tend to have really bright shoes and umbrellas, which makes me laugh. The point is, though, you may want to leave the neon lodge clothes at home, unless you WANT to stick out as an American.
The biggest thing is dressing for the weather -- it rains a lot and gets cold inexplicably, so layers are absolutely necessary...and rain boots are probably a good choice. Also, the Danes walk or ride bikes everywhere (because there's a 200% tax on cars), so comfortable shoes are non-negotiable. If you're going to wear heels, make sure they're not going to get caught in the cobblestone sidewalks.
If I notice anything else relevant, I'll make sure to post it.
Too colorful for Denmark,