my family is all from Denmark. How do I go about searching for my ancestors?

Answer 1

Some of my ancestors were also from Denmark. Funny thing, due to wars and political instability, part of what is now Germany was, at times, Denmark. Irregardless, try some of these sites:
Free sites: there are several to choose from. Start with:
http://www.searchforancestors.com/...

http://www.censusrecords.net/?o_xid=2739...

http://www.usgenweb.com/

http://www.census.gov/

http://www.rootsweb.com/

http://www.ukgenweb.com/

http://www.archives.gov/

http://www.familysearch.org/

http://www.accessgenealogy.com/...

http://www.cyndislist.com/

Assuming they emigrated from Europe, start with Ellis Island and the Battery Conservancy sites:
http://www.ellisisland.org
http://www.castlegarden.org

Most sites work well for those with European ancestors; I would also suggest a DNA test. Although the Bristish Isles was the last part of Europe to be settled, peoples in Denmark did not go so very far back in time. Due to wars, Danish people will be mixed with many others. I used www.familytreedna.com, but do a google search and you will find many more.

Answer 2

The two best resources would be the Center for Scandinavian Studies at North Park University in Chicago and the Danish-American Genealogy Society.

http://www.northpark.edu/home/index.cfm?northpark=Centers_Scandinavian.CtrsS_Main
http://www.danishgenealogy.org/