Making friends in Denmark is, to be honest, not easy. Danes form their close friendships early on in their lives. Danes prefer to have a small group of close friends they keep throughout life, while others maintain as more distant relationships. Getting under the skin of Danes can be hard work.
Danes never show up at even close friends or relatives door without an invitation or appointment. So don't sit around and waiting for your friends at school to just drop by. Invite them for a scheduled date and time, and be clear if you invite them to join you for lunch, dinner or what ever. Otherwise they will have eaten before arriving. Same goes the other way around. If you haven't been invited to eat, make sure you have grapped a sandwich or something before you go.
Building friendships is very much your own responsibility! They don't come automatically.
You will properbly find many of your new class mates will talk to you a lot in the first couple of weeks. Then they have gotten used to you being there, and no longer that interesting. Now it's your job to start building the relationships and friendships with whom you will like to. Be prepared to be rejected. Even though you want to be their friend, they might not have the same wish or desire.
If you used to be popular in school, be aware you are now at the bottom of the social hierarchy in your new class.