A while since I have been to Copenhagen but it would be ideal for a long expensive weekend.
It's a clean, safe easy place to go. Danes all speak fluent English, plus Danish is horrendous to learn, so even if you try to speak in Danish everyone will answer you in English.
Unless you are there in a work/relationship capacity you probably won't notice the bluntness. I'd personally say it's similar in the Netherlands and parts of Germany.
They are very polite people, it just comes out in other ways than an English person might. They aren't going to say sorry when someone else bumps into them - why do we do that anyway? And it's totally acceptable to start a conversation by just saying 'You!' which would be rude in English but not to a Dane.
On the other hand, while there isn't a word for Please, there are numerous complicated ways of saying Thank-you.
It's just a cultural difference that as a tourist for a weekend, you may not even notice.
Weeing in the street - Danes are weird. They hate it but would also be too polite to stop someone. Anyway as a tourist for a weekend, it'll be fine.