Any resident of London UK can easily move from London down to Denmark. The particular part of Denmark into which you are moving does not matter in the least, you can always get down to any location you are travelling to from London UK as long as that particular city in Denmark has an international airport. The flight from London UK to Denmark is usually a direct flight. But it is also possible for some flights to make a detour in some other countries before they proceed into Denmark. You should find out about this possibility when you are booking your flight to Denmark and this could cause a time different with your Shipping to Denmark possibly getting there sooner or later than you.
Before you leave for Denmark from London, you need to understand that the number of people speaking English language in Denmark may be very few. Because of this, you need to give attention to the language difference and take sometime to learn the language spoken in Denmark. The Danish language is not an entirely difficult language. You should be able to learn it without any problem if you are ready to pay attention to it. A proper understanding of the language will ensure that you are able to speak it fluently and be able to associate with the locals on the street of any Danish city.
The temperature in Denmark should also be put into consideration. Both UK and Denmark are located towards the North Pole, but Denmark is closer to the pole than UK. You may therefore have to live at a higher temperature when you visit Denmark. You should therefore put this in mind and prepare against such eventuality.
If your papers are complete and in order, you should never have any problem in getting visa from the Danish embassy located in London. The visa interview also does not take forever once you can present all the documents required.