It's going to depend on who you ask. Many of the international students here have told me that the Danish people are actually very closed people. There was even an article in the Copenhagen Post asking danes to be nice to each other. I haven't had that experience at all but it could be just because I'm a foreigner and talk to everyone about anything. Maybe Los Angeles is just a pit of mean people?
The only consistent lack of "niceness" has been in the dating scene. Some of the foreigners I have met and have stayed in Denmark say that Danish women only want to date other Danes. I don't really see this as a uniquely Danish thing as that seems to be the same everywhere else in the world. You're more comfortable and probably compatible with someone from the same culture. Oh well, another social observation.