I WAS a Rosencrantz without a Guildenstern heading up the Danish littoral to Hamlet’s Castle, but it was no tragedy to be on my own. It was just the day out I wanted. “To thine own self be true.” Good call, as the Prince might have whispered to himself.

Helsingør (Elsinore) is at the end of the Coast Line from Copenhagen and seemed the perfect destination for a calming Sunday after a hectic time at the Danish capital’s cooking festival. So many foraged edible weeds, so little time (click here).

The rail service runs three times an hour and stops off at all kinds of interesting places along the fancifully titled Danish Riviera, so on the way back I did a lot of hopping on and off while dodging the squally showers pattering in from the Øresund (the Sound).

Elsinore's Magnificent StationElsinore's Magnificent Station

Still it was deceptively blue skies and sun when I alighted, after a 45 minute journey, at Helsingør’s remarkable station – a palatial brick pile that once housed royal reception rooms. It seemed out of joint with a town of only 60,000 people that felt much smaller. It is a link though to a major ferry terminal.

Helsingborg in Sweden is a breezy two and half mile sail away and other large Baltic-bound vessels bobbed in The Sound as I made the 10 minute promontory walk to Kronborg, the castle Shakespeare based Hamlet’s on. The Bard – who may well have visited the place, certainly his actors did – would have called it sea-girt. Passing ships used to have to pay a toll to the castle’s rulers.

Kronborg Castle, ElsinoreKronborg Castle, Elsinore

This UNESCO World Heritage Site was founded by King Eric of Pomerania in 1574 and its Renaissance defences were reinforced as it played a key role in the history of northern Europe in the 16th-18th centuries. The moat is particularly impressive.

Inside, among Renaissance and Baroque splendours, the most breathtaking rooms are the 200-ft long ballroom and the tapestry-hung Knight’s Hall. You can also picnic on the grassy battlements where Hamlet saw his father’s ghost.

Kronborg-Knights-HallThe spectacular Knights Hall inside Kronborg Castle

Few great Shakespeare actors have resisted the temptation to do their Hamlet here. Derek Jacobi played the Castle in 1979 and directed Kenneth Branagh in the role in 1988. Lawrence Olivier fell in love with Vivien Leigh while they were performing the play here in 1937.

Holger The DaneHolger The DaneKronborg also has gloomy dungeons, where sits a 1907 statue of Holger The Dane, a mythical medieval Danish hero without the philosophical depths of Prince Hamlet. He’s an important symbol for Danes, though, who will wake to defend his country if it’s ever in danger.

I wandered back to the station through Elsinore’s evocative backstreets, almost a stage set in themselves. Since it was a Sunday, I was unable to visit St Mary’s Church and the  Carmelite Monastery, a fine example of late medieval architecture. Its organ is a replica of the one played there from 1660 to 1668 by the resident organist, one Dietrich Buxtehude. There’s a lane named after the great composer.

Elsnore Back StreetsElsinore  back streets; below, customised tankards in a bar

Customised Tankards In A Bar Window, Elsinore

Next stop back down the Coast Line was Humlebaek, an unexceptional kind of place but for the presence of the Louisiana Museum of Modern Art, a 10 minute walk from the station. It is called Louisiana because the first owner of the estate, Alexander Brun, had three wives all called Louise.

The museum opened in 1958 to display Danish artworks, but now contains work from all over the world, by Francis Bacon, Antony Gormley, Picasso, Andy Warhol and many others. The works are displayed in a series of glass-fronted corridors and underground galleries connected from the original 19th-century house. Parents can even leave their offspring to create their own artworks in the Bornehuset, or 'children's house' while they look around.

Muscular Sculpture At LousianaFrom Henry Moore to Francis Bacon – art in a stunning location at Louisiana

Sculpture Plus Sea At Louisiana

Francis Bacon In Louisiana Collection

Five Car StudFive Car StudIn the grounds there is a wonderful sculpture park, centred on a large, reclining figure by Henry Moore. Add stunning sea views and there are few more impressive art galleries around. I’d hope to catch the tail-end of their annual Literature Festival, which this year attracted the likes of Alan Hollinghurst, Jeffrey Eugenides and Patti Smith. All I got was the great writer Henning “Wallender” Mankel but since his talk was in Swedish I raced off to beat the gathering stormclouds.

Klampenborg, further down the tracks attracts thousands of visitors to Bakken, the world’s oldest amusement park in the world with a 70-year-old wooden roller-coaster. Unlike rival Tivoli Gardens in Copenhagen, entrance is free, too – as at the neighbouring wild deer park, Dyrehaven.

Bellevue Beach, KlampenborgBellevue Beach, Klampenborg; below, Dyrehaven

Dyrehaven Nr Klompenborg

I chose to late lunch in a cute little thatched restaurant called Den Gule Cottage (see factfile), a five minute walk from the station and overlooking Bellevue Beach.

Den GuleDen Gule;below an excellent salmon rillette starter; an ancient alder tree nearby

Salmon Rillette At Den Gule Cottage

Ancient Alder, Klampenborg

It was so lovely I stayed far too long and had to shorten my afternoon beach walk as the big rains finally came.

Yes, it’s the Danish Riviera, but don’t expect St Tropez style weather.

Fact file

Getting there:
SAS runs a daily service from Manchester Terminal 1 to Copenhagen with the flight taking under two hours. Visit www.flysas.co.uk. The Metro link to the city centre leaves from Terminal 3. It takes 15 minutes to reach Nørreport Station. From there you can take a Metro to Hellerup and switch to the train service north to terminus Helsingør. Use your Copenhagen Card (see below). Warning, if you go by car – the Strandvejen (Coast Road) can get very congested.

Places to visit:
Kronborg Castle, Kronborg 2C 3000 Helsingør www.kronborg.com; www.visitcopenhagen.com/see-and-do/kronborg-castle/382

Louisiana Museum of Modern Art, Gammel Strandvej 13, Humlebaek (00 45 49 19 07 19; www.louisiana.dk). Until October 21 2012, the major exhibition at the museum is American Ed Kienholtz’s visceral installation Five Card Stud. Stored away in a private collection for decades, it is a terrifying indictment of racism and disturbed the calm I sought in my day trip

The catalogue says: “Love it or hate it, Five Car Stud (1969-1972) is Kienholz’s major work. It represents a group of white men castrating a black man as his white girlfriend watches. The figures are life-size mannequins wearing masks, illuminated by the headlights of four cars and a pickup truck.”

Karen BlixenKaren BlixenKaren Blixen House, Rungsted Strandvej 111, Rungsted. A little bungalow that’s a shrine to former resident Karen Blixen, author of Out Of Africa. Under her pseudonym, Isak Dinesen, she wrote the Denmark-set tale turned into the finest of all foodie films, Babette’s Feast. Closed Mon; also Tues in winter. www.isak-dinesen.dk

Bakken Funfair, Dyrehavevej 62, Klampenborg. Open from March until end of August.
 www.bakken.dk

Tourist information:
www.visitcopenhagen.com and www.helsingorborger.dk

Staying there:
In Copenhagen, Ibsens Hotel (part of the family-run Brøchner group) Vendersgade 23. A five minute walk from Nørreport. Three star simplicity in the rooms but with an appealing  downstairs library/bar area and a surprisingly romantic feel. www.ibsenshotel.dk

In Helsingor the Hotel Marienlyst has sea views and a casino and is handy for visiting Kronborg Castle. www.marienlyst.dk

Eating there:
Den Gule Cottage (The Yellow Cottage)
Its big brother Den Rode (Red) Cottage has just captured its first star, but this quaint thatched former ice cream parlour overlooking Bellevue beach, is a more affordable affair. I loved the pig’s cheeks in pickled vegetables and watching kids flying kites out on the strand as I sipped my petrolly riesling. Stannings Plaene, Standvejen 506, Klampenborg. www.dengulecottage.dk

Louisiana Museum Cafe
As immaculate an operation as the rest of the gallery operation with simple hot dishes and, naturally, great sea views from the terrace. 
Gammel Strandvej 13, Humlebaek.

Copenhagen Card:
Absolutely essential, giving you rree transport by train, bus and Metro in the entire Copenhagen Region (inc from and to the airport), free entry to about 70 museums and attractions plus discounts to further sights and some restaurants and shops. Widely available – as a 24/hrs card, 72/hrs card and a 120/hrs card. My 72 hour card costs approximately £50. You can buy before travelling to Copenhagen via www.visitcopenhagen.com/book-your-stay/copenhagen-card.
It won’t get you into Kronborg Castle free but it allows entry to the Helsingor Bymuseet
Skt. Annagade 36. It traces the history of the town from medieval times. http://helsingormuseer.dk/