Yule, or christmas in denmark is different from many other countries and I found an article on wikipedia which explains some of the danish christmas traditions, among others our relation to elves – in danish called “Nisser”.
Lets start with the danish tradition of Yule Eve (A.K.A. Christmas Eve)
In the evening an elaborate dinner is eaten with the family. It usually consists of roast pork, roast duck or roast goose with potatoes, red cabbage and plenty of brown gravy. For dessert, ris á l’amande, a cold rice pudding dish is served with a hot cherry sauce, traditionally with an almond hidden inside. The lucky finder of this almond is entitled to a small gift. In some families, it’s tradition that the rice pudding dessert is made with the remaining rice porridge from the previous evening, a meal served on the 23rd, Lillejuleaften (Little Yule Eve), with cinnamon, brown sugar and butter. It is eaten warm with a fruit drink or sweet, malt beer.
After the meal is complete, the family will dance around the Juletræ and sing Yule songs and carols (the latter becoming less popular). When the singing is complete, the children hand out the presents which are tucked under the tree. After they have been opened, there are more snacks, candy, chips and sometimes the traditional Gløgg.
In Denmark, Santa Claus is known as Julemanden (literally “the Yule Man”) and is said to arrive on a sleigh drawn by reindeer, with presents for the children. He is assisted with his Yuletide chores by elves known as julenisser (or simply nisser), who are traditionally believed to live in attics, barns or similar places. In some traditions, to maintain the favor and protection of these nisser, children leave out saucers of milk or rice pudding or other treats for them on the afternoon on the 24th, and are delighted to find the food gone on Yule morning.
Danish homes are decorated with kravlenisser (climbing nisse), which are cardboard cutouts of nisser which can be attached to paintings and bookshelves. This is a unique Danish tradition started in the early 20th century.