I have never been so relieved to see a wooden beach house in my life. After six hours of driving from Billund Airport, complete with a sat-nav that decided "shortcut" meant "gravel track through someone's beet field," I finally rolled up to Skastrup Strand convinced I had accidentally booked a holiday in rural Norfolk. The flat fields, the big sky, the faint smell of the sea somewhere just out of sight - it was all eerily familiar, except everyone else was driving much more sensibly and there were far fewer potholes.

The mishap came during my very first walk. Eager to stretch my legs and find the beach, I set off in what I confidently declared was "definitely east" based on the position of the afternoon sun. Reader, I was wrong. I walked for forty minutes through coastal meadow, past charming little summer cottages with immaculate gardens, before emerging onto what I thought was the Baltic shore. It was a large pond. A very large pond, admittedly, with ducks who looked deeply unimpressed by my triumphant arrival. I checked my phone and discovered I had walked in a near-perfect circle and was now approximately three hundred metres from where I started, just at the opposite end of the same lane. I have never felt more British in my life.

The actual beach, when I found it the following morning with help from a laminated map, was worth the humiliation. Skastrup Strand itself is a proper Danish coastal stretch - shingle giving way to sand, those distinctive wooden bathing huts in faded colours, and water so clear it made me genuinely annoyed at every British seaside I have ever visited. I walked the length of it before breakfast, the kind of brisk, purposeful stride that makes you feel tremendously healthy until you realise you have not actually brought any water and must now trudge back with the enthusiasm of a man who has just remembered he left the oven on.

The weather became my constant companion and occasional adversary. I had packed for "Scandinavian summer," which my brain apparently translated as "perpetual mild drizzle with occasional despair." The first three days obliged handsomely. I developed an intimate relationship with my borrowed rain jacket from the cottage's thoughtful collection of outdoor gear, and discovered that Danish coastal paths are absolutely magical in grey light - all silver water and wind-bent grasses - provided you have accepted that dryness is a state of mind rather than a physical condition.

My most ambitious walk was meant to follow the coast south toward the woods near Skarrev. I had planned a triumphant six-mile loop, picnic packed, proper walking boots deployed. The sky looked, I thought, "promisingly bright." This is how I learned that Danish weather changes faster than British weather, which I would not have believed possible. One moment I was photographing wildflowers in actual sunshine; twenty minutes later I was crouched behind a boathouse as horizontal rain attempted to remove my eyebrows. I abandoned the full route and took the direct lane back, arriving at the cottage looking like a man who had lost a fight with a pressure washer.

What I loved, though, was how the place adapted to this rhythm. The cottage had that wonderful Scandinavian thing of being designed for coming in wet - proper boot room, heated floors, enormous windows to watch the weather perform while you drink coffee and pretend you are not slightly relieved. I walked shorter loops on wilder days, exploring the immediate lanes and the little paths through the coastal meadows behind the strand, where the grasses grow tall enough to hide completely from the wind if you crouch down, which I absolutely did not do, except once when I needed to tie my lace and happened to remain there for several minutes.

By my final day, the weather gifted me one of those still, golden mornings that make all the damp trudging worthwhile. I walked the beach early, past the bathing huts with their doors firmly closed for the season, and felt that particular peace of knowing a place properly - not just its sunny postcard version, but its grumpy, drizzly, duck-pond-misdirection self too. I left my borrowed rain jacket hanging in the boot room for the next optimistic British walker, and drove back to the airport with the sat-nav firmly set to "main roads only."