While beeing in Copenhagen on winter period, on the square at Kogens Nytorv, with the statue in the middle, you will find Copenhageners ice skating on the romantic outdoor rink with a view of the Royal Theatre and the charming Nyhavn district.
Equipment: You can rent skating shoes at the kiosk at the square. It's not very expensive. Or you can bring yours if you have. While skating you can leave your things near the rink. It's safe.
I liked it sooo much! And I'm sure that you'll definitely have fun there!