Prehistoric finds show that Denmark has been inhabited since 12,500 BC but it's not until year 1 AD that tribal Danes begin to occupy Denmark, coexisting with the nearby Roman Empire until the Western Roman collapse in the 5th century. Some of the Jutes who occupied Denmark migrated to east and south-east Britain which no longer had the protection of Rome and were later either absorbed by the Germanic invaders, the Angles and the Saxons, or were victims of genocide.
By the 8th century Danish and Norwegian Vikings raided much of Europe and settled far and wide, having a great impact on world history by conquering parts of England, and more significantly founding Normandy in Northern France, whose later Duke would go on to conquer England.
Denmark became established by the 8th century and in 1397 joined in an unstable union with Sweden and Norway. Conflict, loss of territory, dissolution of union in 1814, more wars and loss of Schleswig and Holstein to Prussia led Denmark to halt any further ideas of expansion and remained a neutral party in World War 1 and World War 2, although that did not stop Nazi Germany occupying it.
From most powerful to the smallest of the Scandinavian countries, little safe Denmark might not have as many tourist attractions as some other countries, but perhaps most importantly Denmark is the home of Lego and has the first Lego Land. Why wouldn't you go to Denmark?