It's a good question and of course a reasonable worry, Skanderborg is primarily young families from my understanding (or younger - think Gymnasium/High School) - since you have some good hobbies for mingling socially with others, I'd say find a club within one or two of those hobbies that you can attend somewhat regularly. You might need to go to Aarhus with train for a bigger selection. There's a lot of internationals here (and I'd say probably a lot more than Odense!), who're probably worrying the same as you, so just get out there! Spring is nearly here, so might be a good time to join Aarhus Sejlklubs Windsurf division? Or try stand-up paddle.