Your first week will be quite chaotic so here are some tips to help!
1) SIM Card
Depending on the phone plan you have, you may need to purchase a SIM card. These can easily be purchased at 711 or a grocery like Fotex. Here is step by step instructions on how to activate a Lebara SIM (the brand Lebara was recommended over any other brand by several friends of mine and it has been quite good):
a) Buy the SIM card from a place like 711 or Fotex
b) Swap out the SIM cards (you can get your current one out using the back of an earring and pressing hard into the little hole)
c) Make a phone call to any working number with your new SIM in your phone
d) Go to https://mobile.lebara.com/global/en and register your new number (found on back of the SIM card card)
e) Buy a plan (I did the 30 for 30 one which was fine)
f) You may need to "top up" or refill your data at times so make sure you enter a phone number where they can reach you to let you know when you are running out of data
*Keep in mind this is a Danish SIM, so you may need to buy a new SIM depending on where you travel. I was able to use my Danish Lebara SIM without an issues in Italy and Ireland so far, but I had to buy a new one in France.
2) Transportation
You will need to use both the metro and a bike during your time here. I have been in Denmark for 3 months now and just recently got a bike, which was a huge mistake. Although it was freezing at first so I just took the metro everywhere, you don't get to see much of the city if you just take the metro. I highly recommend you rent a bike and also have a metro card handy for longer travels + after going out at night.
a) Rent a bike from Swapfiets. The are very friendly, accommodating and will help to fix your bike if there is anything wrong with it. Also, you can just return it instead of selling it at the end of your stay at a lose. Here's how to get your bike:
I) Make an appointment: https://swapfiets.dk/en-DK
ii) Go to one of two locations, I went to the one in Frederiksberg as it is close to Copenhagen Business School.
iii) Ask them which one they would recommend (I got the deluxe), make sure you tell them you want a basket as well
iiii) Ask for the student discount
iiii) Get biking!
b) Buy a Rejsekort card. I would recommend this because it allows you to go to all zones. You just have to make sure to "check ind (in)" and "check ud (out)" at the beginning of your metro journey and at the end (you are charged 70 kroner if you forget to check out and if you forget to check in, the metro controllers will get your information and you will have to pay a hefty fee). I bought mine at a 711 in the metro station and you can recharge it in the metro station as needed.
3) CPR Number
You will need to visit the International House in Copenhagen to get your CPR number. The information on how to do this is in the Approval Letter from visa consulate.