With over 7,000 kilometres of coastline, Denmark can be a perfect beach destination. And it is, in some way. Even in the cities, the water is crystal and there are beautiful sandy beaches everywhere. But the water isn't very warm with around 18-20°C in summer. And the air isn't either with the same average 20°C. So if you like Mediterranian climate, you'll probably won't enjoy such weather. But for Scandinavians, it seems to be perfectly fine.
Some of the best beaches in Denmark are Søndervig Beach in West Jutland, Marielyst Beach in Lolland, Tisvildeleje Beach at the top of the Danish Riviera in North Zealand or even Amager Beach Park in Copenhagen.