how to make friends with a Dane?

Hi Alexander. I'm also from Russia I live in Denmark now. Though quite far from Copenhagen.

Try these two resources (both are free):
- Couchsurfing - global resource (incl.Russia and Denmark) where people are ready to show foreigners around, as well as give them a place to stay for a few days (for free!).

- Can't insert the link for some reason. Just search for "inter nations" in Google. The first result there is what you need . It's one of the most popular global resources for foreigners (again incl.Russia and Denmark). They have some people who volunteer to tell the others about places they live in or may be even show around. If I'm not mistaken, they're called scouts. But I'm not sure. Just ask the Ambassador of the group you're going to join (I guess it's gonna be Denmark, Copenhagen).

Both resources require registration, but it's fast and easy. You can actually use it afterwards. Inter Nations, for ex., organize monthly events for foreigners and citizens in several cities in Russia.

Hope it will help you. Let me know And good luck!

Lena

Thank you very much for really great and full answer, Lena!