It's near Kolding on Jutland, and would take a half day to get to so unless you stay near there you'd find it hard going for a day from Copenhagen. I went to Legoland and Copenhagen when I was about 8 but my brothers were a lot younger (3-5). We all enjoyed Tivolli, they had a great merry-go-round you powered yourself, little bikes. Parents took us to Ribe, a historic town which looked nice but perhaps that's for older people. When we were younger we were satisfed with a nice park, swimming pool or beach, I think kids can be quite easy to please sometimes, we were mainly impressed, I remember, with the cheese slicing machine in the hotel.