Language skills
In Denmark, most people speak English, but it is still both helpful and important for you to try to learn Danish. A willingness to learn Danish can show potential employers that you are not afraid of challenges or hard work. In addition, the added benefit of a second (or third, fourth, etc.) language to your CV can set you above another applicant who may not have that skillset.
Unemployment insurance
Before you begin to work or while you are still in school, you should become member of an unemployment insurance fund so you can get unemployment benefits when you finish your education and before you find a job.