I have never been brilliant at reading maps, and my first attempt to find Kettingskov Strand proved this beyond doubt. We had sailed from Harwich to Esbjerg, driven across Jutland in our little hire car, and were feeling rather pleased with ourselves until I confidently directed us down a farm track that ended in a muddy field full of curious cows. My partner gave me that look. You know the one. The GPS had been trying to tell us something, but I had decided I knew better. Twenty minutes of reversing later, we finally found the proper turning, and there it was: a proper Danish holiday home, all wood panelling and big windows looking out towards the sound.

The weather when we arrived was doing that thing British weather does, except somehow more polite. Grey skies, a fine drizzle that was not quite rain but certainly was not dry, and a wind that found every gap in my supposedly waterproof jacket. We dumped our bags, made the obligatory cup of tea using the kettle that every self-respecting Danish holiday home seems to possess, and stood at the window watching the weather make up its mind.

"Shall we walk to the beach?" I suggested, with the misplaced optimism of someone who had not yet checked the forecast.

The path from Kettingskov Strand down to the water is proper walking country. Woodland trails, sandy stretches, that particular smell of pine and salt you only get in coastal Denmark. We set off full of purpose, me in my inadequate jacket and walking boots that had seen better days. Within ten minutes the drizzle had graduated to proper rain. Not British downpour, mind, but steady, persistent, determined Danish rain that seemed personally offended by my hood.

We pressed on like the stoic fools we are, reaching the shingle beach just as the wind decided to join the party. The view across Als Fjord was magnificent, grey and dramatic and utterly wild, though I confess I admired it mostly through squinted eyes while trying to keep my hood from blowing inside out. My partner was laughing at me by this point, which I suppose was fair given that I had insisted this "little stroll" would clear our heads after the drive.

The return walk took us through Kettingskov's proper forest paths, where the trees at least offered some shelter. We squelched along, discussing whether this counted as a "refreshing" walk or simply a "wet" one. The verdict was split. Back at the house, we stood in the little entrance porch and dripped onto the tiles, two middle-aged Brits who had apparently forgotten that waterproof means actually waterproof, not just water-resistant in a hopeful sort of way.

The next morning brought that particular miracle of Danish coastal weather: brilliant sunshine, blue skies, the whole landscape transformed. We set out again with proper determination, following trails through the woods towards the southern parts of the peninsula. The same paths looked entirely different, pine needles glowing in the light, the sea visible through gaps in the trees like little blue promises. We walked for hours that day, proper hiking pace, stopping to watch birds and examine mushrooms we definitely should not have touched.

I found myself thinking, as I often do on these trips, about how much of my holiday happiness depends on simply accepting what the day offers. The wet walk had been ridiculous, uncomfortable, genuinely funny in retrospect. The sunny walk was glorious, easy, the sort of experience you photograph and remember. Both were real, both were the same place, the same paths, the same two people trudging along with their various imperfections.

By our third day, the weather had settled into a pattern I recognise from home: changeable, unpredictable, requiring layers and a certain philosophical attitude. We walked to the little harbour area, explored the coastline eastwards, got caught in another shower and sheltered under a tree like characters in a children's book. Each walk taught us something about the landscape, about which paths stayed muddy, where the best views were, which benches faced the sun in the afternoon.

My favourite walk was the one we nearly did not take. The forecast had been dire, we had settled in with books and the second packet of Danish biscuits, when suddenly the clouds parted around four in the afternoon. We bolted out like people escaping a fire, walking fast along the coastal path, racing the returning weather. The light that evening was extraordinary, low and golden, catching the water in ways that made me stop and simply look. We made it back just as the rain started again, triumphant, slightly breathless, feeling we had somehow cheated the system.

That is the thing about walking holidays, I think. You cannot control the weather, your own fitness, whether your boots leak, whether you took a wrong turn at the start and ended up in a cow field. You can only keep going, adjust your expectations, find the humour in the soaking, the glory in the unexpected sunshine. Kettingskov Strand gave us all of this: the wet and the dry, the planned and the mishap, the proper Danish hygge of returning to a warm house after a proper battering from the elements.

I still cannot read maps reliably. My waterproof jacket has been replaced. But I would walk those paths again tomorrow, in any weather, with the same ridiculous optimism and the same person laughing at me when it all goes slightly wrong.