I have always believed that the best holidays begin with a small disaster, and our trip to Bootsmann at Ostseeresort Olpenitz did not disappoint. We had been driving for six hours from the ferry at Puttgarden, full of that peculiar British optimism that says "we have left the rain behind us," when I made the executive decision to rely on the sat nav rather than my wife's carefully printed directions. This is, I have since reflected, the maritime equivalent of ignoring the lighthouse. Twenty minutes later we found ourselves at the end of a dirt track, staring at a field of very unimpressed Schleswig-Holstein cows, with the Baltic Sea visible but entirely inaccessible somewhere beyond a drainage ditch. My wife said nothing. She did not need to. The cows said it all.

When we finally located the resort, perched on that curious peninsula where the Schlei meets the open sea, the sky had turned that particular shade of Baltic grey that makes British tourists feel oddly at home. Bootsmann itself rose before us, all clean Scandinavian lines and enormous windows, the sort of place that promises hygge but delivers something more honest: a very good drying rack for wet walking boots.

We had packed for every weather eventuality, or so we thought. Fourteen pairs of socks, two waterproof jackets each, and a hat my mother-in-law knitted that makes me look like a disappointed mushroom. Within an hour of arrival, the heavens opened with the enthusiastic commitment that only northern Germany can manage in late autumn. We stood in the entrance hall, dripping onto the tiles, and made our first executive decision: we would walk anyway.

The coastal path runs practically from the doorstep, winding through the salt marshes and along the dykes that keep the North Sea from reclaiming what it clearly still considers its property. We set off with the grim determination of people who have paid for a walking holiday and intend to walk if it kills us. The wind came horizontally, as is traditional, carrying rain that managed to find every gap in our supposedly waterproof clothing. My mushroom hat proved unexpectedly useful, though I suspect I frightened several local dogs.

By the time we reached the little harbour at Olpenitz itself, perhaps twenty minutes along the path, we were soaked through in that particular way that makes you laugh rather than cry. The fishing boats bobbed in the grey water, the captains undoubtedly warm and dry and wondering what madness possessed the English. We sheltered beneath a tarpaulin that smelled strongly of herring and made the executive decision to retreat.

The return journey was worse, if funnier. The wind had shifted, meaning we now faced directly into it, and my wife's umbrella turned inside out with a violent snap that made a passing cyclist swerve into a puddle. She carried it inverted for the remaining mile like a particularly ineffective satellite dish, occasionally attempting to fold it and giving up. I laughed until I realised my own hood had blown off and filled with water, creating a small reservoir at the back of my neck.

Back at Bootsmann, we stood in that same entrance hall, creating a puddle that would have concerned Noah. The underfloor heating, that blessed German invention, slowly reclaimed our extremities. We sat in the enormous window, drinking the coffee we had wisely packed, and watched the weather perform its elaborate theatre across the Schlei. A heron stood in the marsh, utterly unmoved. I envied his waterproofing.

The next morning brought pale sunshine and the kind of brittle cold that makes walking genuinely pleasant. We set off again, same path, same boots still slightly damp, and found it transformed. The salt marshes glittered, the dyke path was firm beneath our feet, and we walked for hours without seeing another soul. We reached a small beach where the Baltic lapped with almost Mediterranean patience, though the temperature suggested otherwise. My wife collected stones. I found a piece of driftwood shaped vaguely like a duck. These are the treasures of proper walking holidays.

That afternoon the clouds returned, but we were ready. We had learned the rhythm of Schleswig-Holstein weather, its swift changes and its theatrical moods. We walked shorter loops, returning to Bootsmann's warmth before the next deluge. The drying rack became our most valued possession, rotating socks and jackets like a small textile farm.

On our final day, the weather offered something approaching compromise: grey but dry, windy but not vindictive. We walked the full circuit to the Schlei mouth and back, passing the same cows who had witnessed our arrival. They seemed no more impressed, but I tipped my mushroom hat regardless. We had come to walk, and walk we had, through every permutation of northern European weather short of actual snow.

Sitting that evening in Bootsmann's generous window, boots finally dry, legs pleasantly aching, I understood something about why we do this. The walking mattered, of course; the paths were beautiful in their austere, marshy way. But it was the weather that made it memorable, the small battles against wind and rain that become stories afterwards. The sat nav mishap, the inverted umbrella, the mushroom hat that I will now wear forever. These are the things we bring back, better than any souvenir.

We left the next morning with the car packed, the sat nav firmly in the glove compartment, and my wife's directions on the dashboard where they belonged. The sky was doing something complicated and grey again. We almost stayed for one more walk. Almost.