I have never been so relieved to see a row of painted wooden houses in my life. The ferry from Ystad had been perfectly pleasant, if you enjoy being gently lobbed about the Baltic for an hour and a half, but it was the drive from Ronne that did for me. Google Maps had other ideas about which road to take, and I found myself on a narrow lane flanked by dense forest, convinced I was heading for some remote lighthouse rather than a proper village. Then, without warning, the trees opened up and there was Sandvig Bay, glittering in the late October sun, and I promptly missed the turning for the cottage because I was too busy gawping at the water.

The property sat tucked just behind the beach road, a traditional Bornholm wooden house with that distinctive half-timbered look and a steep roof designed to shrug off proper Danish weather. I had booked a week in what the letting site called the "shoulder season," which I now realise is travel-brochure speak for "you might get glorious sunshine or you might get horizontal rain, and there is no refund for existential dread."

October had stripped the island of summer crowds, which was precisely the point. The neighbouring cottages stood mostly dark, their owners sensible enough to have retreated to Copenhagen until spring. Mine, however, had smoke curling from the chimney, arranged by the letting agency as part of their autumn package. This small detail, the visible promise of warmth, nearly made me weep with gratitude. The temperature had dropped to seven degrees during my scenic detour, and the wind coming off the sea had a distinctly personal quality to it.

Letting myself in, I was struck by how thoroughly the season had influenced the place. The thick wooden walls and small-paned windows made sense now in a way they would not have in July. In summer, I imagined guests flinging open every door and living between beach and terrace. In late October, the house turned inward, becoming a refuge. Someone had left a basket of local apples on the kitchen table, small and slightly misshapen, the sort that supermarkets reject but which taste of actual autumn. I ate one standing by the window, watching the light fade absurdly early, around half past four, and felt the particular melancholy of northern evenings settle over me like a familiar blanket.

The heating system required a degree in engineering, or at least someone who had not spent the previous three hours lost on Danish B-roads. I spent twenty minutes prodding at a digital thermostat before discovering the wood-burning stove in the corner was the actual source of warmth. There was something deeply satisfying about this realisation, followed immediately by something deeply humbling about my inability to light it properly. The first attempt filled the room with smoke. The second, after opening the damper I had not previously noticed, produced actual flames and a sense of primitive accomplishment I have rarely experienced in modern life.

By evening, the stove crackled properly, the apples sat stewing on the hob, and I had located the woollen blankets in the bedroom cupboard, clearly left by someone who understood Bornholm in October. The wind had picked up outside, rattling the old windows in their frames, but inside the house felt almost defiantly cosy. This, I reflected, was the bargain you made with a late-season stay. The beaches were yours alone, the restaurants in nearby Allinge operated on reduced hours and required a bit of planning, and the famous Bornholm light had that particular low, golden quality that photographers apparently travel miles to capture. In return, you accepted that cycling round the island might involve actual survival considerations, and that the Hammershus Castle ruins would be experienced through squinted eyes against the wind.

I fell asleep that first night to the sound of proper sea waves, not the gentle summer lapping but something more committed, more autumnal, and woke to frost on the windows and the particular silence of a village waiting for winter. The mishap of the journey, the smoke-filled living room, the early darkness, all of it seemed exactly right for where I was, and more importantly, when I was.