Misconception: He’s
Iceland’s father.

Reality: He
raised Iceland and acts as an older brother figure/ mentor.

Ex: He supportively
encourages Iceland to participate in their activities. In this case, they’re
designing a Nordic-inspired hotel.

Ex: He also gave young Iceland diplomatic advice.

Misconception: He’s a playboy that treats Norway like a
loose end

Reality: Denmark treasures Norway as his best friend. As the
leader of the Nordics, he’ll selflessly put others first before himself.

Ex: When Denmark realizes that Norway is struggling under
his rule, he breaks down crying.

Ex: Denmark gets distressed when he’s forcefully separated from
Norway by a British Naval Blockade. He’s more worried about Norway.

Ex: He doesn’t want to let Norway down and look “uncool.”
Because of this, he heads into a battle with Sweden that he knows he’s going to lose.

Notice how he still tries to set an example for Norway.

Misconception: Norway is indifferent toward Denmark.

Reality: While Norway may enjoy teasing Denmark and often gets
irritated with him, he too reciprocates this deep-set affection. The two share
a strong bond.

Ex: Norway’s hobby is gently poking Denmark. Denmark doesn’t
even notice Norway’s comments.

Ex: Norway expresses concern before Denmark charges into a
doomed battle against Sweden. Denmark refers to him as a “worry wart.”

Ex: Despite how poor he is under Denmark’s rule, Norway
recognizes that Denmark’s trying his best.

Again, Denmark may annoy Norway, but the two care strongly
for each other.

The running gag between the two of them is Denmark being
overly affectionate and Norway’s cheeky reactions to this affection.

Misconception: He has a hot temper.

Reality: 

He had a hot temper.

Due to recent statistics, Denmark is the happiest of the Nordics – his people are rated to be among the happiest in the world. [x]

Misconception: He and Sweden hate each other.

Reality: They hated each other. 

Aside from friendly teasing here and there, the two get along really well.

Or, my personal favourite: Denmark and Finland mocking
Sweden.

Bonus facts:

He has a good relationship with Germany, mostly stemming
from their economic ties.

He once watched Hans Christian Andersen water grass with his
own tears.

He’s one of the few nations who can get the Netherlands to
sell him goods at a cheaper price.