It would be wrong to base one's opinion of a country's weather on a single visit at the height of summer, especially when it rained most of the time. What I did note was that the Danes dressed for showers even on the one day which was forecast to be wall to wall sunshine, and indeed turned out that way. Typical clothing included a smart layer of outerwear, maybe a light waterproof from the North Face or a breathable Helly Hansen, or simply a hoodie to keep any damp at bay. Best be prepared. I was also meteorologically intrigued by the giant illuminated thermometer up the side of the Richs building in Rådhuspladsen underneath the Vejrpigen, or Weather Girl. Its scale started at -20°C, which is lower than the UK would normally need, and stopped one notch before hitting 30, ditto.
So I checked. In particular I compared the climate in Copenhagen against the climate in Newcastle, both east-facing maritime cities at approximately the same latitude. It turns out Copenhagen is generally two degrees warmer than Newcastle in the summer but three degrees colder in winter, with the changeovers occurring around April and October. Copenhagen's highest ever temperature is 34°C, which is fractionally ahead of Newcastle's, but its record lows are considerable chillier, and that -20 on the thermometer is sometimes needed. Copenhagen also has wetter summers than Newcastle, so my holiday was perhaps typical, but also a lot more sunshine between April and August, so I guess I just got unlucky. The waterproofs stay on.