I have never been so grateful for a functioning kettle in my entire life. The drive to Marielyst had been straightforward enough - down through Falster, past flat fields that seemed to stretch to Sweden, the kind of landscape that makes you wonder if you have accidentally driven onto a golf course. But somewhere around Nykobing Falster I made the classic British mistake of assuming Danish petrol stations work exactly like ours. They do not. I spent ten minutes jabbing at a touchscreen in what I now realise was Faroese, somehow purchasing a windscreen scraper I did not need and no fuel whatsoever. By the time I reached the holiday home, my petrol light had been glaring at me for a solid quarter of an hour and my mood was, shall we say, autumnal.

It was late October when I arrived, and that turned out to be the making of the whole trip. The summer crowds had long since packed up their beach tents and headed back to Copenhagen, leaving Marielyst with that lovely, slightly melancholy feel of a seaside place breathing out after a busy season. The pine trees along the coast were turning properly golden, and the Baltic had that steely grey look that makes you want to wrap your hands around a hot drink and contemplate your life choices.

The property itself sat among similar wooden holiday homes, all very Danish with their clean lines and sensible cladding. Mine had a deck that would be glorious in July but in late October served as a wind tunnel of impressive ferocity. I stood there with my tea - finally, blessedly, tea - watching the last stubborn kite surfers hauling their boards from the water, looking slightly mad and completely alive. The cold had sharpened everything. The air tasted of salt and pine and something else, something that made me aware I had been breathing London air for too long.

That first evening I walked down to the beach proper, the sand firm and damp underfoot, the kind of surface that squeaks slightly when you walk. A few locals were walking dogs with that stoic Scandinavian acceptance of weather that Brits pretend to have but absolutely do not. We nodded at each other, the international language of people who have dressed slightly inadequately for the conditions. The sun, what there was of it, set early and without much fuss, turning the sky that particular pale pink you only seem to get in northern Europe as the year winds down.

Back at the house, I discovered the heating system with the relief of a man who had been expecting to spend his evening wearing every item of clothing he had packed. The Danes, bless them, had thought of everything. Underfloor warmth crept through the place while outside the wind did its best to remind me that the Baltic does not mess about once summer has left the building. I sat with another cup of tea - I was averaging about six an hour at this point - and watched the darkness settle properly, something it does with real commitment at that latitude in autumn.

There is something about arriving somewhere out of season that strips away the performance of holidaymaking. No need to feel guilty about not swimming, not sunbathing, not doing whatever it is people do in places like this when the weather behaves. The low season lets you off the hook. You read, you walk until your face hurts from the cold, you eat slightly too much cheese from the supermarket in Nykobing Falster, you sleep better than you have in months because the darkness is real and total and the silence, once the wind drops, is absolute.

I went to bed that first night with the heating humming and the memory of that petrol station idiocy already softening into something I would laugh about later. The morning would bring more of the same - grey skies, bracing walks, the particular pleasure of returning to warmth after proper cold - but for now I lay there listening to the pines moving in the wind and thought that sometimes the wrong time of year is exactly the right one.