Rule 1) GET A BIKE. This place is great for biking. There are no real MUST SEE things here, but you will experience a lot just riding through the city. There is a lot of beauty as well, and there is something for everyone: museums, water, parks, partying, music, autonomous neighborhoods, all that fun stuff. I was really amazed by the overall atmosphere of Copenhagen and I would definitely come back.
Insider Tip:Come for the atmosphere!