Hitler had a great dislike for the Danes for the following reason: the Danish king had been congratulated by Hitler on his birthday, and the king answered cryptically with 'Many thanks.' Hitler was said to have had an attack of rage. And ever since then Hitler hated Denmark.
To Leon Goldensohn (12 February 1946). Quoted in "The Nuremberg Interviews" - by Leon Goldensohn, Robert Gellately - History