Our family of five ventured over to the Citadel on our way back from the walk to the Little Mermaid statue. The area is really nice with the fountain and the park along the water to the statue. Just down from the church that is near the fountain you can find the entrance to the Citadel. Basically all we did was walk around it on the elevated pathway looking over the moat. There really wasn't too much to do but our kids (13, 11 and 10) just really liked the walk. The views are really pretty.