I should have known the sat nav was up to no good when it tried to send me through a field outside Helsingor. There I was, pootling along in my hire car, convinced I was about to discover some secret Danish shortcut, only to find myself staring at a rather unimpressed-looking horse. Half an hour, three-point turn, and one deeply undignified reversing manoeuvre later, I finally spotted the actual turning for Ellinge Lyng. The gravel crunched satisfyingly beneath the wheels as I pulled up, and I stepped out into that particular brand of North Zealand fresh air that makes you feel simultaneously virtuous and slightly underdressed.

The cottage itself was proper storybook stuff. Half-timbered, thatched roof, the whole hygge fantasy laid out before me like a very well-mannered taunt to my usual London existence. I dumped my bags with the enthusiasm of a man who had spent far too long looking at the back end of that horse and immediately decided a celebratory walk was in order. The owner had left a helpful little map of local footpaths, and I, in my infinite wisdom, had packed for what I assumed would be brisk but manageable April weather. The British in me, you see, still operates on the delusion that I understand meteorological unpredictability. Reader, I do not understand Danish meteorological unpredictability.

The first mile was glorious. Properly glorious. Sun dappling through the beech woods, birds doing their thing, that soft leaf-mould smell that makes you want to write poetry despite having no poetic ability whatsoever. I strutted along feeling like some kind of Nordic explorer, albeit one wearing slightly inadequate trainers from a airport sale. Then the sky, which had been doing a convincing impression of permanent pleasantness, simply switched off. One moment I was basking; the next I was experiencing what I can only describe as horizontal rain with ambitions of becoming sleet.

I had committed the cardinal sin of the overconfident British walker: no proper waterproof, no map beyond the soggy paper one now dissolving in my pocket, and absolutely no idea which of the identical-looking paths led back to civilisation. The beech wood that had seemed so welcoming became, in fairly short order, a rather damp green maze. I squelched onwards with the grim determination of a man who has paid good money for this experience and will by God enjoy it retrospectively.

What saved me, eventually, was a combination of stubbornness and the realisation that I could follow the sound of distant traffic on the road towards Hornbaek. I emerged from the trees looking like a waterlogged spaniel, directly opposite a farm shop that I can only assume has witnessed many such sorry figures over the years. The woman behind the counter sold me a coffee with the sort of compassionate neutrality that suggested this was not her first rodeo.

I spent the remainder of that first afternoon doing what I should have done from the start: drying off by the cottage wood-burner, watching the weather perform its theatrical changes across the garden, and accepting that my walking ambitions would need to become significantly more humble. The next morning brought more of the same meteorological mood swings, so I adapted. Short loops, frequent retreat, proper boots borrowed from a surprisingly well-stocked cupboard in the utility room. I learned to read the sky with the paranoid attention of a man who has been personally betrayed by cumulus clouds.

By day three, I had developed a sort of weather-beaten rhythm. Walk out when possible, retreat when necessary, repeat. The paths around Ellinge Lyng revealed themselves gradually: the route down towards the coast at Tisvildeleje, the loop through the plantation, the muddy track that I eventually realised was not a footpath at all but someone's private drive. Each outing taught me something, usually about the limitations of my own preparation and the genuine superiority of Danish outdoor clothing.

What struck me most, I think, was how the landscape shifted with each atmospheric change. The same beech wood that had felt mildly threatening in the downpour became almost unbearably lovely in sudden sunshine, all fresh greens and steam rising from the undergrowth. The coastal path towards Hornbaek that I finally conquered on my last full day delivered views across the Kattegat that made every soggy misstep worthwhile, though I did spend most of it checking the western horizon for approaching doom.

I left Ellinge Lyng with considerably better boots, a newfound respect for Scandinavian weather apps, and the certain knowledge that my walking abilities had been thoroughly humbled by a week in North Zealand. The sat nav tried to send me through the field again on departure, but this time I was wise to its games. Some lessons, it seems, do eventually stick.