I'm not sure that you can get Danish language on the phone, but you can install scandinavian keyboard from market.
If you search for "scandinavian" in the market, you can download both the scandinavian keyboard and a danish dictionary.

Atleast you can write texts and emails and such.

 

Try installing MoreLocale 2 from the Market. It allows you to change the language of your phone to another location. The problem is when you want to use two languages and they're not installed by default. You have to keep on changing your locale.