I should have known the ferry from Ystad would be the easy part. There I was, smug as anything, having navigated Swedish motorways without incident, only to discover that my sat-nav had developed a sudden passion for directing me down what I can only describe as a gravelly goat path masquerading as a road. The "Balka" cottage near Nexo finally appeared through the trees like a mirage, and I nearly wept with relief.

First impressions? Utter silence, broken only by a blackbird having what sounded like a very opinionated conversation with itself. The cottage sat there in typical Danish summerhouse fashion, all honey-coloured wood and sensible windows, looking thoroughly pleased with its position among the pines. I tumbled out of the car, stretched legs that had seized somewhere around Copenhagen, and immediately stepped in a puddle that soaked through my supposedly waterproof walking boots. So much for first impressions.

Bornholm, I quickly discovered, has a weather personality that would give any British county a run for its money. The morning after arrival dawned grey and spitting, the sort of drizzle that doesn't commit to being proper rain but absolutely commits to making you miserable. I had grand plans for the coastal path from Balka Strand toward Snogebak, a walk I'd researched extensively while still in my warm, dry living room. Instead, I spent twenty minutes in the porch, togged up in every waterproof I owned, watching the wind rearrange the garden furniture.

When I finally set off, the path down to Balka Strand itself proved surprisingly pleasant, a sandy track through low heather and the occasional rebellious bramble. The beach, when it emerged, was empty in that magnificent Scandinavian way that makes you feel you've discovered something secret. I walked perhaps half a mile along the shoreline, boots squelching cheerfully from my earlier mishap, before the sky performed its first dramatic transformation of the day. Blue appeared, actual blue, and suddenly I was peeling off layers like a feverish onion while simultaneously trying to capture the moment on my phone.

The path toward Dueodde was my intended destination, that famous southern tip with its lighthouse and sweeping dunes. British optimism, that peculiar condition where hope triumphs repeatedly over experience, propelled me onward. The weather, naturally, interpreted this as a challenge. The return of grey was accompanied by a wind that seemed to originate somewhere near the Arctic Circle and have a personal grudge against my inadequate rain jacket. I turned back at a point I marked mentally as "sensible but disappointing," though in truth I was already calculating the distance to the nearest bakery in Nexo.

The following days developed into a peculiar rhythm of meteorological negotiation. Morning assessment of the sky, hopeful departure, strategic retreat, afternoon reconsideration. I walked sections of the coastal path in fragments, like a novel read in the wrong order. A stretch near Balka Strand in unexpected sunshine, where I sat on a rock and ate a squashed sandwich with the satisfaction of someone who has temporarily outwitted the elements. Another attempt toward Snogebak abandoned when the drizzle escalated to something requiring actual meteorological terminology.

What I learned, gradually, was to walk without destination. The paths around Balka reward this approach, wandering through pine woodland that smells of resin and salt, emerging unexpectedly at small coves where fishing boats sit pulled up on shingle. I found a particular bench, somewhat inexplicably placed, that became my refuge during a particularly determined downpour. Sat there for forty minutes, watching the rain make patterns on the grey water, feeling thoroughly British in my damp resignation.

The boots, incidentally, never recovered. They sit now in my hallway, still faintly aromatic of Baltic seaweed and failed waterproofing, a memorial to optimism. But Bornholm in changeable weather has its own stubborn charm. The light shifts constantly, dramatic and theatrical, turning ordinary pine trees into something worth photographing badly. The beaches, empty and windswept, feel borrowed from a different century.

On my final morning, I woke to proper sunshine, the kind that makes you immediately suspicious. I walked to Balka Strand one last time, boots squelching their familiar rhythm, and found the water actually blue, the sand actually warm. A family had appeared, Danish and sensible with windbreaks and proper provisions, looking at me with the mild curiosity reserved for solitary walkers with inadequate footwear.

I left the next day, ferry back to Sweden, already plotting return. Next time, better boots. Next time, perhaps, a weather app less prone to cheerful lies. But the same stubborn hope, the same willingness to be surprised by sunshine, the same peculiar pleasure in walking through weather that would send most people sensibly indoors. Some habits, like unreliable waterproofing, are apparently permanent.