As with Canada immigration, always look for the official website to make sure you are well informed and not being scammed. You can find info about the Denmark green card scheme here: http://www.nyidanmark.dk/en-us/coming_to_dk/work/greencard-scheme/greencard-scheme.htm
Denmark is a small, flat country with fairly mild weather. Warm summers and not very cold winters. Economically it tends to do pretty well and they have a very high level of social security including high taxes to pay for it. They also have a high level of education. I have been there numerous times myself, have relatives there, even spent a semester of university there. I have no problem with it.
However, like many European countries, they have a very clear concept of who is an immigrant and who is Danish. They are not a nation built on immigration like Canada so they see immigrants as outsiders. If you are not white, you will always be seen as an immigrant and an outsider and so will your kids. In Canada, if you immigrate and get citizenship, you are Canadian. In Denmark, you can get citizenship, you can even be born there and have citizenship and still never be seen as Danish.