Your expectation, imposed upon yourself. I get it, I was embarassed too. It's really not that serious, you can be bad at stuff publicly. Nobody is advocating following people around forcing them to teach you something, but you can still have a great time with people with whom share no language in common. Speaking anything at all just makes things more fun, and people are way more willing to help than you think.
It's just not rude to go to a foreign country armed only with a1 duolingo and a prayer. It's a lot less rude than going there and only speaking english to everyone you meet... Yes even in denmark, even to young people.
As I have gotten better at danish I have had many more young people (the majority of my friend group and social experienced given I went to university here) express that they would prefer to speak to me in danish than the other way around. They were, by default, always making themselves a little uncomfortable, feel a little slower, seem less educated for the sake of communicating with me, because I gave them no other option. Now that I give them the option of switching to a context where I seem like a fool and they are the master, they are happy to take it.