I have never been so relieved to see a gravel driveway in all my life. After six hours of driving from Copenhagen airport, during which I managed to get us lost twice thanks to my stubborn refusal to use the sat nav properly, we finally crunched up to our little wooden cabin at Gudmindrup Strand. The mishap? I had spent the final twenty minutes of the journey absolutely convinced we were being followed by the same blue Volvo. Turned out it was just the local postman doing his rounds, and I had performed three entirely unnecessary "evasive manoeuvres" through housing estates that definitely were not on any route. My partner found this hilarious. I found it less so after realising I had left my proper walking boots on the kitchen table back in Leeds.

Still, there we were, and the air smelled of pine and salt in that particular way that makes you immediately want to go marching off across heathland with a stick and a sense of purpose.

The cabin itself was exactly the sort of straightforward Scandinavian affair you hope for: pale wood, a little deck, and windows that seemed designed to frame the surrounding birch trees like a series of modest paintings. I stood on that deck the first morning, drinking coffee that was too hot and wearing shoes that were entirely unsuitable, and announced that we would walk to the beach before lunch. The sky was doing that bright, breezy thing that makes British people suspicious. We should have been more suspicious.

Gudmindrup Strand itself is a proper stretch of sand, backed by low dunes and those tough little grasses that survive everything the Kattegat throws at them. We walked barefoot for perhaps ten glorious minutes before the wind turned. Not gradually, mind you. One moment we were commenting on how the water looked almost Mediterranean in the sunshine, and the next I was clutching my hat and explaining to my partner that no, I had not packed the waterproof trousers. The Danish weather had apparently been waiting for precisely this level of British optimism before reminding us where we actually were.

We retreated to the cabin with damp socks and a new plan. The following day, we would do the sensible walk through the woods behind the property, where the trees would offer some shelter. I borrowed an ancient waxed jacket from the cabin's modest collection of useful items, feeling rather like a minor character in a Scandinavian crime drama, and off we went.

The forest paths around Gudmindrup are wonderfully unpretentious. No dramatic signage, no gift shops, just sandy tracks winding through beech and oak that have clearly seen worse weather than anything we could bring. We walked for hours, occasionally emerging onto little clearings where the wind hit us afresh, then ducking back into the relative calm of the trees. My inadequate shoes, a pair of trainers I had foolishly believed would suffice, grew progressively more saturated with each dewy patch of undergrowth.

By day three, I had surrendered entirely to the reality of North Zealand in changeable weather. We walked to nearby Gudmindrup Lyng, that low heathland stretching towards the coast, with me in borrowed wellies and a borrowed sense of Danish practicality. The sky performed its usual repertoire: sunshine, sudden grey, a brief and half-hearted shower, then sunshine again. We saw perhaps four other people in as many hours. One was a woman walking a dog that appeared to be judging my footwear. Fair enough, I thought.

There is something deeply restorative about this sort of walking, where the landscape refuses to perform for you and the weather keeps you honest. I spent a good portion of our final afternoon sitting on a damp rock, watching my partner stride ahead with proper boots and proper preparation, and reflecting on my own persistent optimism in the face of meteorological evidence. I am, I realised, someone who will always believe the sunshine will hold because I want it to. Denmark had gently taught me otherwise, without ever being unkind about it.

We walked back through the woods as the light faded, my borrowed jacket making that satisfying waxed-canvas sound with every step, and I decided that the boots left behind in Leeds had been a gift rather than a mistake. Sometimes you need to borrow wellies and accept the rain to see a place properly.