Once night comes, we turn the back to the sun. Which means that we are on the shady side of the earth, the sky is dark and we can clearly see the stars.
Many people prefer observing the stars at a convenient time in the evening. In this case fall, winter, and spring are the best time of year in Denmark. Whereas the night sky at summer time is best observed at midnight and a couple of hours forward.
If you want to observe the stars, no gear is needed - only your own two eyes. With the naked eye you can see a lot; the patterns in the sky called constellations and the bright stars called planets. You see the moon changing all the time, and if you are lucky, you will see a shooting star and comets with tails.
You can see a lot of this with your naked eye, but with some ordinary binoculars even more details are visible. If you want to see all possible things, an astronomical telescope would give a totally different experience of the many shining phenomenons on the sky. You would definitely spend many hours observing the night sky.
Before going outside to observe the stars, some preparations are a good idea. At wintertime it is important to dress warm. The clear and frosty winter nights are great for star gazing, but cold. Often you stand or sit still for a long time. In that case the warm coat, waterproof boots, cap, gloves, woollen socks and long johns should be standard equipment for a winter-stargazer.
It is a good idea to bring a chair, e.g. a deck chair for sitting/laying. It may be tiring for you neck when looking at the sky for a long time.
Find a spot where you are not bothered by the light in the city and where no light sources are available to make stargazing harder. White light affects the night sight. If you need light, use a read light, e.g. by putting red film over your torch.