In an excellent article by Anastasia Frugaard:

When adjusting to life in Copenhagen, I noticed that things were very different in Denmark from back home in New York City. Locals seemed more relaxed, less addicted to their phones, more present with one another. Streets were quieter, shops and restaurants played gentle music on low volume. It’s almost as if people there didn’t need distractions from their reality.

Was it just the famous work-life balance and social welfare system or were there other, lesser known, reasons for their contentment?

Its surprisingly simple - get some exercise daily, cook at home, shop less, and eat plenty of candy.