I have never been so relieved to see a wooden beach hut in my life. Three hours, two missed ferries, and one spectacular argument with a sat nav that insisted Danish country roads were "the scenic route," and there we were, rolling up to Mommark Strand in mid-October with the kind of grey sky that makes you question every life choice that led to a Danish autumn holiday.

The mishap came before we even left Sonderborg. I had confidently packed what I called "layering essentials," which turned out to be three nearly identical thin jumpers and not a single waterproof item between us. My partner opened the boot, looked at my carefully folded pile of inadequate clothing, and laughed for a solid minute. "You've packed for a Sussex spring," he said. "This is the Baltic in October." He was not wrong. The wind coming off the water had that particular quality of being simultaneously invisible and personally offended by your existence.

The cottage itself sat among low dunes with grasses flattened by months of coastal weather. The paintwork was that practical Scandinavian grey-blue, the kind that looks charmingly weathered rather than neglected, though I suspect the distinction depends heavily on your mortgage situation. Our neighbours' properties sat shuttered and silent, the summer crowd long departed, which gave the whole place the feel of a theatre after the final performance. I found it oddly comforting. No expectations, no queue for the shower block, just the raw business of the place being what it actually was.

That first afternoon, we walked the strand proper. The beach stretched in either direction with the kind of generous emptiness that makes you slightly self-conscious about your own footprints. The sand was damp and compacted from recent storms, scattered with bladderwrack and the occasional smooth stone polished by winter tides. I had imagined, in my vague pre-trip fantasies, that we might attempt a bracing swim. The reality of the water temperature, which I later learned hovers around ten degrees by October, made this notion seem like the sort of thing people suggest when they have never actually met the sea.

What struck me most was how the season had stripped everything back to function. The little wooden jetty further down the beach had been hauled ashore and lay on its side like a beached whale, waiting for spring reinstallation. The playground near the parking area had its swings wrapped in plastic against the coming frost. Even the light felt utilitarian, that low northern angle that illuminates without flattering, that shows you exactly what you're looking at without romantic garnish.

We cooked that evening with the windows firmly shut against a wind that had found its second wind, so to speak. The cottage heating system, which I had initially dismissed as over-engineered Danish efficiency, became my favourite feature within hours. There is something humbling about realising you are the sort of person who gets genuinely excited about underfloor heating. I stood in the kitchen with a cup of tea, watching the last grey light leak from the sky around four in the afternoon, and felt that particular autumn melancholy that is not quite sadness but something more like recognition. The year was ending here, visibly and audibly, and we had arrived just in time to witness it properly.

I would not have chosen October, given the option. But standing there, properly warm for the first time since arrival, listening to weather that would have kept us indoors regardless of our intentions, I understood something about off-season places. They do not perform for you. They simply continue being themselves, and you must adjust your expectations accordingly. It is a different kind of holiday, more negotiation than indulgence, and I suspect I needed the reminder that not everywhere exists for my convenience.

The sat nav, incidentally, remained unrepentant throughout. Some things, like October on the Baltic, simply are what they are.