I ran the last few metres towards the restaurant, as gusts of snow flurried around me. My refuge from the winter elements was a simple wooden building on the water's edge, with panoramic windows that afforded views out across Copenhagen's harbour.

The interior, though simple, displayed the signature cosiness and style that is typical across the Danish capital at this time of year.

It was lunchtime, yet there was a warm glow from candles set in simple brass holders that both lined the windows and sat on each of the rough wooden tables, together with vases of delicate flower stems.

At the bar, hot dishes were being prepared from the modest menu that was written out on one of the glass windows.

As I waited for my warming homemade soup, I surveyed the world through the windows. A small group of men and women in nothing more than swimwear suddenly emerged from a rounded wooden hut adjacent to the restaurant. Their skin was rosy red and glistening with sweat as they headed down to the wooden piers that floated on the edge of the harbour. They then plunged into the near freezing waters where the North Sea meets the Baltic.

Yes, there was no doubt about it. This was Copenhagen and these guests were showing typical Viking bravery and enjoying a winter sauna ritual. It was both fascinating and amusing to observe but not tempting. I was snug in the warmth of La Banchina restaurant.

La Banchina, in Refshaleøen, has in the last year or so become quite the destination for the in-crowd. Its humble style is maximised by its unique location - offering a feeling of isolation and water-side tranquillity, that's close to the city centre. What's more it has its own wood-heated sauna, so if you want to work up an appetite the Danish way, then this is the place to visit.

Winter warmth

This quirky restaurant is a fitting example of how Copenhagen transforms itself into a snug, welcoming city in wintertime. Heading to Scandinavia for an off-season city break might feel like a chilly option, yet the truth is the Danes really know how to create a magical environment in the colder months. In fact, they even have a word for it. Said to have originally come from Norwegian, the notion of Danish 'hygge' encompasses everything from enjoying the simple, good things in life, like the warmth of sharing time with family, to the snug feeling of sitting by an open fire surrounded by the warm glow of candles.

Forget any misconceptions you may have of Denmark being simply a showcase for whitewashed minimalist interiors with pared-back style and designer furniture. In my experience in Copenhagen, winter is quite the contrary. Bars, restaurants and hotels all celebrate these months with fabulous, stylish, and most importantly, cosy interiors. Expect open fires, and plenty of candles - even at breakfast time when enjoying a coffee with a crisp croissant you can expect to be surrounded by the warm glow of candlelight. Many of the buildings here are historic, and their typical panelled walls, wooden floors and warm painted interiors provide a romantic and snug feel.

Understated style

Copenhagen has emerged as one of the most fashionable city destinations in Europe. 2018 is set to be the city's year, with a wealth of new hotel and restaurant openings to cater for the new surge in international interest. For example, Sanders, a new boutique hotel in the city centre has set a new standard in stylish Danish hospitality. Found steps from the Royal Danish Theatre (where the hotel's founder and owner, Alexander Køplin used to perform as the Royal Ballet's principal dancer) this smart urban retreat is the very essence of 'hygge'.

Every piece of furniture, each bespoke fixture, all the thoughtful design elements, harmoniously combine to create an elegant yet truly homey environment for a snug, winter break. Think comfy armchairs, candle-lit rooms, roaring open fire, and elegantly-prepared home-made food.

Yet things here are understated. Even in high-end hotels and bars things are relaxed and informal. You won't hear the locals bragging about how great their city is, either. The Danes in my experience are a remarkably humble people; and as a visitor they make you feel very welcome.

In fact, they have a term for that too - it's the Law of Jante. This is open to many interpretations, some less positive than others. Yet roughly speaking it refers to the notion that one isn't better than someone else. Jante is said to be one of the many reasons why the Danes are among the happiest people in the world. International surveys repeatedly put Denmark at or towards the top of league tables measuring happiness. Maybe this is because that they enjoy a peaceful, functioning democracy with a developed welfare state - and they endeavour not to be show-offs!

Old town charm

As a visitor, that focus on the simple pleasures of life really makes Copenhagen a special place to visit. Not only is the city easy to explore during a short break thanks to its modest size and excellent public transport; but the over-reaching atmosphere and ambiance is laid-back and relaxed. Copenhagen doesn't feel overwhelming, in fact at this time of year it's simply snug and cosy.

With chilly weather outside and such tempting restaurant and hotel interiors, it might be hard to persuade yourself to explore, but it's really worth taking in some of the main sights of Copenhagen. Everything is really accessible; from the elegance of the Amalienborg Palace, home to the Danish Royal Family; to the panoramic views offered from the Christiansborg Palace tower. There are plenty of characterful neighbourhoods to discover too. Christianshavn is a particularly charming district of the city, an area of residential streets and pretty canals.

Now is the time to enjoy the cobbled streets of Copenhagen's old town, to browse the beautiful design stores; explore the uncrowded galleries and if you are up for it, why not even enjoy an exhilarating and warming sauna ritual before lunch!