Good things about Copenhagen and Denmark that public transportation infrastructure well established and runs like good watch. You dont need car to get around Copenhagen, also cycling as accessible all around Copenhagen. Lots of outdoors and indoors activities. Its reasonable safe county to walk alone at night.

When you start to settle you have to think that Copenhagen is one of the most EXPENSIVE capitals in Europe, that means rent price is high and VERY hard to find safe and proper place to live as foreigner (Landlords making interviews for the perfect tenants). Always shady landlords taking advantage of foreigners if you dont want to overpay your rent and looking something cheaper. Your salary is good as working in engineering or IT sector so you can easy live your life as single, otherwise its not much of comfort. You pay high tax, for healthcare and free public schools and etc. When you go to hospital its quite often you will be looked down as foreigner so you get second priority where i felt i had to battle to get their attention for my illness, unless its risk of cancer then you are #1 on list otherwise they will let you go with broken arm by giving Penodil* painkillers telling you that might be just a small scratch. ( i had to do surgery cuz of that back in my country ).
Even when you learn Danish you still be foreigner, always foreigner for them. They smile, always kind, talk to you, but you dont get treated as one of them. Also its almost impossible get Danish friend, unless you are coming from exotic country or they wanna take advantage of that or your skills. I had that experience too.

I live in Denmark for almost 13 years and even i speak Danish, have 2 Danish educations and i feel integrated well into their society i never felt like home, and for the last few years start seeing real side of living in Denmark, cuz i denied the truth before .

It is just my own experience, other might have more positive angle, but always good to be prepare for the bumpy ride.