I have never been so relieved to see a wooden hut in my life. After three hours of driving from Billund airport, during which I managed to get us lost twice despite having both a sat nav and my wife reading directions from her phone, we finally spotted the Brunshuse peeking through the trees. I had insisted we take the scenic route. My wife had insisted I was being an idiot. Reader, she was right.

The mishap came ten minutes from the property. I spotted what I swore was a shortcut down a farm track and, ignoring all evidence to the contrary, turned the hire car onto it with misplaced confidence. Within thirty seconds we were axle-deep in mud. Proper Danish farm mud, thick and brown and absolutely indifferent to my frantic revving. A farmer appeared eventually, not laughing exactly, but with that particular expression of patient Scandinavian amusement. He towed us out with a tractor and said something in Danish that I choose to believe was sympathetic.

We arrived at the Brunshuse somewhat humbled. The property sits in woodland near Brunshuse on Funen, and my first impression was of how completely it disappears into the landscape. Red wooden walls, a steep pitched roof, surrounded by proper forest rather than the token shrubbery you sometimes get with holiday lets. The sort of place where you half expect to find a troll under the decking, though presumably a well-organised Danish troll with a compost bin.

The weather, naturally, was doing that thing British people pretend to be surprised by despite it happening constantly. We had packed for crisp autumn walking. What we got was horizontal rain and a wind that seemed personally offended by our arrival. I stood on the small terrace clutching my coffee, watching the trees bend and sway, and announced with false cheeriness that we would absolutely still do the coastal walk we had planned.

We did not do the coastal walk.

What we did instead, after the rain briefly paused as if catching its breath, was venture out on what I optimistically termed an "exploratory loop." The paths near the property are proper walking territory, sandy tracks through pine woodland that open suddenly onto views of the Little Belt. We made it perhaps twenty minutes before the sky, which had been merely threatening, delivered on its promises with theatrical thoroughness. The rain came down so hard I could feel it through my supposedly waterproof jacket, which I have since discovered is waterproof in much the same way a colander is waterproof.

We squelched back to the Brunshuse looking like people who had fallen in a lake and chosen to walk home anyway. My wife, who has the patience of a saint but the expressive eyebrows of a sceptic, looked at me in a way that communicated several things without words. I made tea with the urgency of a man seeking redemption.

The thing about Danish holiday properties, I have learned, is that they are built for this. The Brunshuse has a wood-burning stove that we got going with the practised desperation of the recently soaked. We hung our clothes to steam gently in the bathroom and spent the evening watching the weather through large windows, feeling smug about being inside it rather than out in it. There is something deeply satisfying about being warm and dry while nature performs its dramas beyond the glass.

The next morning brought mist rather than rain, which felt like progress of a sort. We tried again, walking more cautiously this time, sticking to shorter loops through the woodland where the trees offered some protection. The ground was saturated, every hollow become a temporary pond, and I developed a newfound respect for Danish drainage. We saw deer tracks in the mud, and once a flash of something moving through the undergrowth that was either a deer or a very large dog with excellent timing.

By afternoon the weather had cycled through three more distinct personalities, as if Funen could not decide what season to offer. Sunshine emerged suddenly, transforming the wet forest into something almost impossibly golden, steam rising from the paths. We walked further then, making it down to the shoreline where the Little Belt stretched grey and restless, the island of Als visible across the water. I stood there feeling rather pleased with myself, as though I had personally arranged the sunshine through force of will.

The walk back was when I discovered my boots, which had seemed merely damp, had actually developed a slow leak. Each step produced a small squelch, a rhythmic reminder of my earlier hubris. I walked with a slight limp I told myself was barely noticeable, though my wife's eyebrows suggested otherwise.

What struck me most about those first days was how the weather became the main character of the holiday, how our plans bent around it like the trees bending in that first wind. We had arrived with ambitions of long coastal hikes and perhaps a bit of cultured sightseeing. What we got was something more elemental, more ridiculous, more genuinely memorable. Walking in conditions that kept changing their mind, learning to read the sky through Danish pine trees, understanding that a wood-burning stove is not a luxury but a necessity.

The Brunshuse itself became a refuge we kept returning to, somewhere to dry out and warm up and pretend we had meant to get that wet all along. I would sit with my tea and my damp socks and plan tomorrow's walk with renewed optimism, somehow convinced that I had learned something from today's soaking. I never had, of course. Each morning I would check the weather with the hopeful delusion of a man who believes his luck must change, and each day the weather would do whatever it pleased regardless.

By the end of our stay I had walked perhaps half the distance I intended, been rained on more thoroughly than I thought possible, and developed a strange affection for my leaking boots. We left the Brunshuse on a morning of perfect stillness, the forest quiet and the sky finally empty of threats. I loaded the car with the satisfaction of someone who had survived something minor but meaningful, and my wife checked the sat nav with the expression of someone who knew exactly who would be navigating home.