That said it's still polite to learn some basics, e.g. thank you to mix in. If you're planning on living there long term you will want to learn Danish for social purposes unless you're planning to mix exclusively with immigrant communities. It's a very international place so English can often be the default language that any given group will all speak.
Edit: oh and an interesting quirk English is often spoken with an American accent! I think because they watch a lot of American TV shows and movies.