Is the Danish SU still enough to pay all your necessary expenses if you're a full-time university student in Denmark? It looks like it's 7,000 DKR (1,100 USD) per month now. I remember it being reasonable to split a 2-bedroom in the middle of Aarhus while still having enough SU money left over for food, utilities and other basic expenses. My room mate worked as a bartender on weekends but that was for discretionary spending money.
The main thing I remember being a problem even back then in ~2000 was that at the start of every semester there was a temporary housing shortage because of the influx of new students. But that usually resolved itself within a few months as new students began to drop out. It was pretty common for people to initially live in cheaper, more available places in the outskirts of Aarhus (or suburbs like Lystrup) and then get something more centrally located later in the semester.
You’re definitely having a hard time in Copenhagen. Even on a postdoc salary, my wife and I had to search a lot for something that would not eat up too much of our incomes.

I’ve heard that Odense has very reasonable rent prices, so I assume someone studying at SDU would be OK.
@pervognsen Is the SU a loan or... whatever it's called when it's "free money"? ("Bidrag" in Swedish)
@SonnyBonds There's both the "free money" part (which is what I was referring to) but you can also apply for a supplementary SU loan which I guess is like student loans from the state in a lot of countries (i.e. low interest and generally favorable terms for the student).
@pervognsen Ah, yeah here in Sweden it's similar. You have one part you don't have to pay back, but you can also get a favorable loan. I think you kind of need to loan to afford housing etc (but there are student specific housing that's a bit cheaper than regular). Just looked it up and maximum you can get right now is 13500 SEK/month, of which about 70% would be loan.
@pervognsen Not possible. SU is 7k is before tax. Rent (e.g. “kollegium”) is 5k-6k and food is super expensive.