Why locals love it
The Danish royals didn't have quite as much money as their European cousins, but they did seek to emulate some of the elegance of other cities. The walk down Frederiksberg Allé does instill a sense of French opulence, if even on a smaller scale. And at the end, you'll find the beautiful Frederiksberg Garden
Why you should visit it
Go here with a packed lunch to chill in the sun and watch people doing the same. There's lots of great corners in the garden, especially when you're a bit away from the main entrance. The terraces in the front of the little castle do have a fairy tale-like quality to them.