Denmark has 3 festivals in this guide, spread across 2 cities. They run in June, and festival-day temperatures range from 20°C (68°F) to 21°C (70°F), with nights down to 12°C (54°F). That range is the reason there is no single "Denmark festival outfit". The answer changes by month and by site.
1 carries a high rain risk, which makes waterproof footwear a requirement rather than a precaution.
The ground matters as much as the sky. You will find open field and city streets, which puts waterproof boots at the top of the list for most of these events. 2 of the 3 have camping on site, so outfits have to survive living in a bag on the ground for several days.
Stylistically the crowd here leans punk, alt, camping and costume. Roskilde Festival is the largest of them at around 130,000 people, and it sets the tone the smaller ones react to. None of that is a dress code. It is what you will see, which is worth knowing if you would rather blend in or deliberately not.