Danish can be a frustrating language to learn. Most Danes speak fluent English, however, making the language barrier close to nonexistent.
Oral exams are a normal thing at CBS. That can be unnerving for students who are not used to that. But there is no need to worry, the censors are really nice.
Is Denmark a utopian society? Maybe it could seem that way for foreigners who are used to pollution and hectic traffic.