Once you have your residence permit, you must go to the National Register to become registered as a resident of Denmark.
Nordic citizens must bring along the internordic moving certificate (internordisk flyttebevis) from their municipality when their stay exceeds 6 months.
You will be asked to select a doctor. After a week or two you will get a Danish central registration number (CPR. No) and the Danish Health Insurance card (yellow).
You can find the address of the National Register in Odense in "Useful addresses"
See also the information on the National Register under "Work in Denmark".