I have always believed that the best holidays begin with a small disaster, and our trip to Bredfjed on Lolland did not disappoint. We had driven from Copenhagen in a hire car that smelled faintly of fish and optimism, my partner navigating with the confidence of someone who had briefly glanced at a map three hours earlier. The SatNav gave up somewhere near Nykobing Falster, leaving us to interpret Danish road signs with the linguistic skill of a confused toddler. We found Bredfjed eventually, a little cluster of holiday homes near the south coast, but not before I had insisted we turn down what turned out to be someone's private drive, where a very patient man in wellies explained, in excellent English, that we were not only lost but also technically trespassing in his garden.

The cottage itself was one of those classic Scandinavian wooden numbers, painted a cheerful yellow that seemed almost aggressively optimistic given the grey sky that had followed us from the ferry. I had packed for what I optimistically called "brisk autumn walking weather," by which I mean I had brought one waterproof jacket and a stubborn refusal to check the forecast properly. The NOVASOL listing had mentioned the surrounding nature and coastal paths, and I had constructed an elaborate fantasy of striding along beaches in a light jumper, perhaps spotting rare birds and feeling generally wholesome.

We arrived on a Saturday afternoon with the wind already making interesting suggestions about our priorities. Still, Sunday morning dawned with what I can only describe as "aggressive dampness" rather than actual rain, so I declared it perfect walking weather and bullied my partner into his boots. The Bredfjed area sits on Lolland's southern coast, with paths running through coastal meadows and down to beaches that stretch in either direction with the kind of flat, open emptiness that makes you feel pleasingly insignificant.

We headed east toward Kramnitze, following a track that wound between fields and the shoreline. The walking was easy, the kind of level terrain that flatters the unfit, though the wind had picked up enough to make conversation an exercise in shouting. I was mid-lecture about the health benefits of sea air when the first proper squall hit, coming in from the Baltic with the sudden enthusiasm of a dog that has spotted a squirrel. My waterproof, which had promised much on a shop hanger in Manchester, turned out to be water-resistant in roughly the same way that a teabag is waterproof.

We pressed on, because I am British and therefore genetically incapable of admitting weather defeat. The path became briefly wooded near a small plantation, offering momentary shelter, and we stood there dripping and laughing like idiots while I tried to remember why I had argued against bringing the proper walking trousers. My partner, who has the good sense I lack, had at least worn decent boots; I was in trainers that now squelched with every step, making a noise like someone walking on wet sponges.

By the time we turned back, the sky had settled into a steady, determined grey that promised hours more of the same. We passed a few other walkers, all Danes, all sensibly dressed in proper outdoor gear, all managing to look at us with polite concern rather than open mockery. I have never felt more like a walking advertisement for British holiday incompetence.

The return took us past Bredfjed Strand itself, the beach wide and empty, the sea doing that particular Baltic thing of looking cold even from a distance. We stopped briefly, partly to rest and partly because I needed to empty actual water from my left shoe. A woman was walking her dog in the distance, both of them moving with the easy rhythm of people who understood this weather and had dressed accordingly.

Back at the cottage, we spent the evening drying clothes on every available surface and drinking tea with the desperate gratitude of survivors. I stood at the window watching the light fade over the flat landscape, my feet finally warm, and felt that particular holiday contentment that comes from mild suffering survived together. Tomorrow, I decided, I would check the forecast properly, wear the right trousers, and walk again with the humility of someone who had learned their lesson. Or at least, that was the plan.