I have never been so grateful for a thermos of tea in my entire life, and I say that as someone who once sat through a three-hour school nativity play in a drafty church hall.

The drive up to Saeby from Aalborg Airport had been going so well. My partner had navigated the Danish roundabouts with surprising competence, I had not once mentioned that I should have driven, and we had even found a bakery in Hals where I purchased what I genuinely believed was a cinnamon swirl but turned out to be something involving remoulade and fish. I ate it anyway. When in North Jutland, as they say.

Then came the mishap. We pulled into the gravel drive of our holiday home, a charming white wooden house with that distinctive red trim you see everywhere in this part of Denmark, and I bounded out of the car with the energy of a man who had been sitting for two hours and badly needed to stretch his legs. I also needed the loo, which is relevant because in my haste I managed to completely miss the fact that our host had left the key in a small wooden box attached to the fence. I spent twenty minutes searching under flowerpots, inside a decorative birdhouse, and at one point genuinely tried the door of what turned out to be the garden shed. My partner found the key in approximately forty seconds. I laughed it off with the hollow cheerfulness of a man whose bladder was making increasingly urgent demands.

But then we stepped inside, and honestly, the embarrassment melted away faster than my resolve to eat sensibly on this holiday. The place smelled of pine and something else, something clean and Nordic that I cannot properly describe without sounding like I have been at the aquavit. Large windows looked out towards Kattegat, and I could see the distinctive silhouette of Saeby Church's tower in the distance. We were here for walking, for proper Danish coastal hiking, and I was already mentally lacing up my boots.

The weather, naturally, had other ideas. I had checked the forecast with the obsessive frequency of a British person abroad, and it had promised dry conditions with light cloud. What we received instead was something meteorologists probably have a proper Scandinavian word for, but which I can only describe as "aggressively moist." The rain came horizontally. My supposedly waterproof jacket achieved that special state where the outside is wet and the inside is somehow also wet, but through a different mechanism involving hope and poor manufacturing standards.

We walked anyway. The first afternoon we managed perhaps two miles along the coastal path before retreating to a cafe in Saeby harbour where I drank coffee and stared out at the grey water with the expression of someone who has made poor life choices. The harbour itself was lovely, all colourful fishing boats and that particular stillness that harbours have even in bad weather, but I was too busy steaming gently and contemplating the thirty-seven pounds I had spent on inadequate outdoor clothing.

The following morning brought what the Danes would call proper walking weather and what I would call "still raining but less angry about it." We set off towards Dvergetved, following paths through beech woods that smelled of autumn even in late summer, everything damp and mossy and impossibly green. My boots squelched with every step, a rhythm I eventually found almost meditative. We passed fields of barley, the grain heads heavy and golden-brown, and startled a hare that bounded away with far more grace than I was managing.

By afternoon the clouds performed their most theatrical manoeuvre yet, parting just enough to send shafts of sunlight onto the water while continuing to rain on us specifically. I have never felt so personally targeted by meteorology. We reached a small beach, more stones than sand, and stood there like two British people do, commenting on how refreshing it was while our fingers went numb.

The third day broke clear and cold, the kind of morning where you can see your breath and every colour seems sharper, more deliberate. We walked north towards the headland, proper Nordic walking now with the low autumn sun and that particular quality of light that makes everything look like a tourism photograph. My jacket had dried to merely damp, and I had purchased a hat from a supermarket that made me look like a retired fisherman, which in this context felt like appropriate cultural integration.

The path climbed through heather and low juniper, the sea visible in glimpses between dunes, and I found myself thinking about how rarely I do this at home. Not just walking, but walking without destination, without purpose beyond the doing of it. The British weather obsession, the constant checking and complaining and strategic layering, it all falls away eventually into something simpler. One foot in front of the other. The sound of boots on gravel, then sand, then the wooden planks of a boardwalk.

We walked perhaps eight miles that day, ending back in Saeby as the light began to fade, everything aching in that satisfying way that only proper exercise produces. I was still wearing my ridiculous hat. My partner was still pretending not to know me when I wore it. Some things do not change, regardless of latitude.

That evening we cooked simply, fish from the harbour, potatoes, nothing ambitious. Sat in that white house with the red trim and watched the darkness come on over the water. The weather had been thoroughly, unapologetically itself, and we had walked through all of it, the bad and the briefly good and the strangely beautiful in between. I thought about the key box I had missed, the fish pastry I had eaten with confused determination, the hat that made me look like I should be mending nets somewhere. Small mishaps. Small adventures. The kind you remember, somehow, more vividly than the smooth days.

I still have the hat. I wear it walking at home now, where the rain is equally persistent but somehow less dramatic about it. The jacket went to a charity shop. Some defeats you simply accept.