While the little mermaid is good for what she is, just about everyone who sees her finds her...well...small. It shouldn't be a surprise for something that is quite literally called the LITTLE mermaid, but somehow she often still disappoints.
What makes the trip out to see her well worthwhile, however, is Kastellet, which is located immediately behind her. This star fortress dates back to the 1600s, still serves as an active military complex, and is one of the best preserved star fortresses left in Europe.
No matter what time of year it is, a walk along the fortress's ramparts is well worth it. The views over the canals are gorgeous, and there are a number of old canons left lying about for photos. You'll also find one of Copenhagen's only remaining windmills.
Don't just explore the ramparts, also head down and look at the historic buildings that fill the interior of the fortress. With their brightly colored paint, tiny windows, and age-weary walls, they're perfect for a photo.