Another word on "why are the Danes so happy"...
I think, upon consideration, that one of the main factors is that the Danes are a bit ahead of the curve when it comes to learning to be relaxed.
It is something I'm only starting to learn myself, and I think it's an essential ingredient of happiness.
And even of success too. One of the very few sports matches I have watched was when the Danish women's handball team beat the Korean one in the Olympic gold match. You don't find harder-working, more intense, and more disciplined sportsmen/women than the Koreans, and yet the Danes beat them.
A similar example is when the Danish soccer team won the European championship. They were not even supposed to be in the finals, but another team dropped out, and they were put in. Some of the players had even started their vacation!
It's clear that the Danes are quite relaxed comparatively. You are much less likely to get your nose or your windows broken for silly reasons in Denmark than in most of the world. They are just laid back.
Becoming relaxed is easier said than done, of course. But it can be done. I think the main process is one of giving up the "battle" attitudes one may have. Because fear is what creates tension, and a fighting attitude is what creates fear. (Even though it may seem to relieve it temporarily.) And, well, fear is what creates a fighting attitude, sorry. One can also work with the fear directly. In any case, it's probably a long process, but worth it.