I have never been brilliant at reading maps, which is how I ended up driving down what I am fairly certain was someone's private farm track somewhere near Nykobing Falster, convinced it was a shortcut to Marielyst Strand. The sat nav had given up on me around the same time my passenger, my long-suffering friend Janet, announced she needed the loo. We had already been travelling for the best part of eleven hours, including a ferry crossing where I had nobly resisted the allure of the duty-free and Janet had not. The hire car smelled faintly of cinnamon rolls and regret.

When we finally found the proper road, the Baltic coast opened up before us in that particular way flat Danish landscapes do, all pale sky and silver water, and I felt something in my shoulders unclench for the first time since Dover. The cottage complex at Marielyst Strand sat tucked among pine trees, little red-roofed cabins that looked exactly like the photographs except somehow smaller and more charming. Ours had a deck that faced east, towards the sea, and I immediately resolved to sit out there every morning with coffee and contemplate my excellent life choices.

This resolution lasted precisely one morning.

I woke to grey skies and what Janet called "proper British weather," by which she meant drizzle that could not quite commit to being rain. Still, we had come to walk, and walk we would. The Marielyst Strand area is threaded with paths through the coastal forest and along the beach, and I had packed my most serious walking boots, the ones with the aggressive tread that make me feel faintly ridiculous on ordinary pavements. We set off towards the shore, full of determination and layered in waterproofs that rustled companionably.

The beach itself was magnificent in a bleak sort of way, pale sand stretching for miles, the water that particular Baltic grey-green that makes the British seaside look almost tropical by comparison. We walked north, planning to circle back through the woods, and for perhaps forty minutes I felt genuinely accomplished, striding along with my boots making satisfying prints in the damp sand, pointing out interesting flotsam to Janet, who was not quite as enthused by a particularly knotted piece of driftwood as I felt she should have been.

Then the drizzle upgraded itself without warning to something more assertive. The wind, which had been merely present, suddenly found its purpose in life. My serious boots, so excellent on sand, proved less adapted to the increasingly slippery wooden boardwalks that cut through the dunes. I slipped on a wet plank, windmilled dramatically, and caught myself on a railing that I suspect was not designed for such theatrical reliance. Janet laughed until she needed her inhaler, and I stood there with rain running down my neck, wondering when exactly I had become someone who holidayed for the suffering.

We pressed on into the trees, where the pines offered some shelter and the path turned soft with needles. Here, at least, my boots felt justified, gripping the earth with proper authority. But the weather had other plans. What started as heavy rain became, with almost Danish efficiency, a proper downpour. We found ourselves in a clearing somewhere west of the beach, surrounded by wet greenery, with water finding its way through every supposedly sealed seam of our jackets.

I am not proud of what happened next. There may have been some mild complaining. Janet, who had grown up hiking in the Lake District and considered this little more than a gentle misting, was unsympathetic. We squelched back to the cottage, took turns in the shower, and spent the remainder of that afternoon playing cards with the heating turned up to a level that would horrify any Danish energy-conscious citizen.

The following morning brought proper sunshine, the kind that makes the previous day's misery seem almost worthwhile, almost character-building. We walked again, the same route, and I could not help noticing how the same boardwalk that had nearly ended me now seemed perfectly innocent, how the same pines that had dripped on us now cast pleasant shade. The beach, in sunlight, revealed itself properly, families setting up for the day, the water actually looking inviting to someone braver than myself.

I have thought about this since returning home, about how willing I am to endure discomfort for the promise of eventual satisfaction, about how very British it is to complain through the bad bits and then claim the good bits as earned rather than lucky. Janet and I walked nearly thirty miles that week, in weather that varied from glorious to genuinely objectionable, and I would do it again tomorrow, though perhaps with better waterproof trousers.

The cottage deck, I should note, saw me with my morning coffee exactly twice. The rest of the time I was either walking or recovering from walking or, on one memorable afternoon, attempting to dry my serious boots on a radiator that was not quite up to the challenge.