I should have known the sat nav was up to no good when it tried to send me through what looked like a farmer's back garden somewhere past Ringkobing. There I was, chugging along in my hire car, absolutely convinced I was about to discover a secret coastal shortcut, when the gravel ran out and I found myself face to face with a very unimpressed-looking sheep. I reversed with what I can only describe as theatrical panic, the sheep maintaining eye contact the entire time, judging me silently. Not my finest navigational moment, and certainly not the relaxed arrival I'd pictured as I left Billund Airport that morning.

By the time I actually reached Vederso Klit, I was ready to collapse onto anything horizontal. The place itself, though, immediately made up for my sheep-related humiliation. It's one of those traditional Danish summer houses, all weathered wood and sensible Scandinavian design, perched among the dunes with that particular hush you only get near proper coastline. I dumped my bags, made the mandatory cup of tea that no British person can function without, and stepped out onto the decking to assess my surroundings.

The plan, meticulously researched on the flight over, was ambitious. I was going to walk the stretch north towards Nissum Fjord, loop back through the plantation, and still have energy for a sunset stroll along the beach. The West Jutland coast, with its enormous skies and that strange, flat light that makes everything look like a painting, had been calling to me for months. I'd packed three different walking guides, two pairs of boots, and what I considered an appropriately serious waterproof jacket.

The weather, naturally, had other ideas.

I woke the next morning to horizontal rain and wind that sounded like someone was trying to remove the roof. Being British, and therefore genetically programmed to ignore meteorological warnings, I set out anyway. The path through the dunes was magnificent for approximately seven minutes. Then the heavens properly opened. My allegedly serious waterproof turned out to be about as effective as a paper bag, and I squelched back to the house looking like something that had crawled out of the North Sea.

Day two brought brilliant sunshine and a foolish surge of optimism. I marched off towards the beach, boots still damp, determined to make up for lost time. The sand was that perfect, pale stuff that squeaks underfoot, and the sea was doing its dramatic grey-green thing with white horses everywhere. I walked for hours, grinning like an idiot, collecting shells I absolutely did not need and taking photographs of identical dunes because each one seemed somehow essential.

Then the fog rolled in. Not polite, atmospheric fog. This was thick, disorienting, suddenly-can't-see-your-own-feet fog that turned my cheerful coastal wander into something from a low-budget thriller. I navigated back using the sound of the waves and pure stubbornness, emerging from the grey to find the house again with the relief of someone who has definitely not been imagining rescue scenarios.

By day four, I'd developed what I can only call a weather-based personality disorder. The forecast became my obsession, checked hourly, interpreted with the seriousness of a shipping captain in hurricane season. I walked in drizzle, I walked in unexpected sunshine, I walked in wind that required actual leaning. Each hike became an improvisation, a negotiation with whatever West Jutland decided to throw at me.

There's something peculiarly satisfying about this, I eventually realised. Back home, I'd have abandoned the whole enterprise at the first drop of rain, retreated to a pub or a museum, waited for optimal conditions. Here, with the house as my warm, wooden sanctuary between excursions, I kept going. The walks became less about distance achieved and more about simply being out in it, whatever "it" happened to be that hour.

My final morning brought the most beautiful conditions of the entire week, naturally, when I had a ferry to catch and no time for the epic farewell hike I'd imagined. I managed a quick hour along the beach, the light golden and the wind finally calm, and stood there feeling genuinely moved by this strange, stubborn landscape I'd spent days battling.

I left with damp boots, a collection of useless shells, and the certain knowledge that I'd completely failed to execute my original walking plans. It was absolutely brilliant, and I'd do it again tomorrow, sheep and all.