I'm considering going to one or more of the Scandinavian countries soon, perhaps Denmark.
Denkmark is the kingdom of denmark and looks like a really cold and fascinating state!
The temperature is acceptable for me, but a large reason is that Denmark is among the top in the World Happiness Index.
Yes that is true. Did you consider that their Quality of Life or general wellbeing of their society is also very high?
Again, that is one of the larger factors. Scandinavian countries all have good statistics in that area. 
Yes. What do you think about Finland and Iceland that are considered part of Scandinavia.