I have always believed that the best holidays begin with a small disaster, and our trip to Vestre Sømark in Bornholm did not disappoint. We had been driving since the crack of dawn, ferry from Rønne, then winding through lanes that grew narrower and more determinedly Danish with every mile. My partner was navigating, I was driving, and between us sat a carrier bag of squashed sandwiches and a sat nav with a growing grudge against rural postcodes. We found the turning eventually, a gravel track that announced itself with a pothole the size of a wheelie bin. I hit it at precisely the wrong speed. The sandwiches launched themselves into the footwell, the sat nav gave up entirely, and something in the boot made a sound like a disappointed goose. Turned out that was just our inflatable mattress deflating with theatrical slowness. We had not even arrived and already we were sleeping on what promised to be the world's thinnest sofa bed.

The cottage itself appeared through a screen of birch trees like something from a particularly smug postcard. Red wooden walls, white trim, a little terrace that seemed to wink at the Baltic glinting beyond. My first impression, once I had stopped muttering about the sandwiches, was that someone had built a holiday home specifically to make British self-catering look a bit sorry for itself. Everything was neat, purposeful, quietly confident. The sort of place that knows exactly how many coffee cups a person needs and provides precisely that number, no more, no less. I found this slightly unsettling. British holiday cottages usually hide a broken toaster and a drawer of mysterious cables. Here, even the tea towels looked organised.

We dumped our bags and did what any sensible person does after six hours of travel and one minor vehicular trauma. We went for a walk. The path down to Sømark Strand was five minutes through pines that smelled of resin and possibility. The beach curved away in a lazy sweep of sand and rounded stones, the water that particular Baltic grey-blue that looks cold even on warm days. I stood there in my inadequate British walking shoes, the ones I had optimistically packed for a Danish summer, and felt the wind make a thorough assessment of my jacket. It found me wanting. The weather was doing that Scandinavian thing where it cannot quite commit to anything. Sunshine, then a spiteful drizzle, then a breeze that suggested it had been chatting with the North Sea and picked up some ideas.

We walked anyway, because that was the entire point of coming. Bornholm is made for wandering, for following coastal paths that dip and rise through heather and low juniper, for finding yourself suddenly above cliffs that drop to water so clear you can count the stones on the seabed. We had plans, elaborate plans, mapped out with the enthusiasm of people who had forgotten that weather exists. There was the walk north towards Balka, an easy stretch along beaches that connected like beads on a string. There was the longer loop through Almindingen forest, which I had read about in a guidebook and mentally filed under "definitely do this, probably wear proper boots." There was Dueodde, that famous southern tip with sand so fine it was once used for hourglasses.

The first morning we woke to rain that came sideways. Not British rain, which mumbles and drizzles and generally feels apologetic about the whole business. This was rain with a point to prove. We stood at the window with our coffee, watching the terrace become a small lake, and I experienced that particular shame of the British holidaymaker abroad. We are supposed to be stoic about weather. We are raised on it, marinated in it, permanently slightly damp. Yet here I was, eyeing the downpour with what I can only describe as a sense of personal betrayal. I had come to Denmark for brisk coastal walks and that satisfying ache in the legs afterwards. Instead I was contemplating a day of board games and whatever Danish television had to offer.

By midday the rain had softened to a grudging mist, and we set out anyway, because the alternative was another hour of trying to understand a Danish crime drama without subtitles. The path to Balka was transformed, puddles gathering in every depression, the sand darkened to the colour of wet cardboard. My shoes, those optimistic British walking shoes, surrendered almost immediately. I could feel water seeping through with the inevitability of a bad decision. But the beach was empty, the sea moved in slow grey rolls, and somewhere a gull complained about the general situation. We walked for an hour, maybe two, until the mist thickened again and we turned back with that particular satisfaction of people who have done something slightly foolish and enjoyed it enormously.

The next day brought proper sunshine, the sort that makes you forget entirely that yesterday happened. We attempted the Almindingen loop, starting from the cottage and heading inland through woods that felt older and more patient than anything at home. The paths were sandy, soft underfoot, winding between pines and the occasional clearing where light fell in thick yellow shafts. I had packed a rucksack with water and what remained of the squashed sandwiches, now slightly fermented in their plastic tomb. We walked for miles, or what felt like miles, following markers that appeared with reassuring regularity until they did not. Somewhere near Ekkodalen we took a wrong turn, or perhaps the path took a wrong turn around us, and found ourselves in a stand of birch that looked identical to the birch we had passed twenty minutes before. My partner suggested I was holding the map upside down. I suggested my partner was welcome to navigate next time. We compromised by sitting on a rock and eating the fermented sandwiches, which by now had developed a personality of their own.

The weather turned again as we finally found our way back, a wind rising from the east that carried the smell of rain somewhere out at sea. We reached the cottage as the first drops fell, smug with timing, and spent the evening with aching legs and a bottle of wine from the Rønne supermarket, watching the weather make its slow progress across the water.

By our final full day I had developed what I can only describe as a weather-based fatalism. The forecast said sun, which meant nothing. The sky said clouds, which meant slightly more. We walked south towards Dueodde, the long beach walk I had been saving, the one with the famous sand. The wind was up, proper Baltic wind, the kind that rearranges your hair and makes conversation an exercise in shouting. But the sun held, mostly, breaking through in patches that moved across the beach like spotlights. The sand was extraordinary, fine as sugar, pale as bone, shifting and hissing with every gust. We walked for hours, barely seeing another soul, the sea on our left and low dunes on our right, until my legs ached in that deeply satisfying way that only comes from doing exactly what you came to do.

That evening, back at Vestre Sømark, I stood on the terrace with a cup of tea and watched the weather close in again from the horizon. Somewhere out there the rain was already falling on someone else's walk, someone else's inadequate shoes. I thought about how the whole week had been a negotiation with forces entirely outside my control, and how strangely liberating that had become. We had walked in sun and rain and wind and mist, and each had given the island a different face, a different mood, a different reason to keep going. I am not sure I would have chosen it that way. I would have ordered a week of gentle sunshine and dry paths, if such a thing had been available. But I suspect I would have remembered it less.

The inflatable mattress, incidentally, never recovered. We spent the week on the thin sofa bed, waking each morning with a new appreciation for proper springs, and I cannot honestly say I would change that either. Some disasters, like some weathers, simply become part of the story you tell afterwards.