Christmas Markets in Denmark is a recent trend that is established for purely touristic and entertainment reasons. They have nothing in common with the European markets celebrating the birth of Jesus. You dont find Nativities here nor figurines for home Nativities. This is a completely different history than further down in Europe and it has a direct bearing on the origins of the Christmas Markets in Denmark. That of course should not prevent you from participating in the grand entertainment. Copenhagen is one of the most popular tourist destinations in spite of and for many because of its cool weather