In January and February, average daytime temperatures hover around the freezing point. But from May through September, temperatures are much more comfortable, though rain and gray skies dominate all year long. You can beat the summer rush of tourists by planning a visit in May or June, when the flowers are just starting to bloom. Or join the masses in July and August, when there are numerous open-air concerts, beach parties, outdoor cafés, and longer museum hours. Late August, though still popular, has fewer crowds.

Or come around Christmas when the town is boosting with Christmas decorations and lots of candles and pretty atmosphere. It might be cold and windy - but grab a mug of "Glögg" (mulled red wine with spices) and get warm again!

With regards to weather and forecasts the Danish Meteorological Institute has a webpage in english with information.