Copenhagen - Language Schools
Danes enjoy speaking English and they manage it quite well too! Nevertheless learning the local language gives you an edge and allows you to pry open the local culture (cinema, theatre, humour etc.) and enjoy your assignment to the fullest.
Learning a new language also keeps you young (well, not you YOU, but your brain)beside giving you a better understanding of the country and its people.
So do not wait, start as soon as you can and you will marvel at the advantages it gives you.