Nice to hear from you again.
Yes, you are entitled to get a residence permit (issued by the Danish authorities) to live with your wife after you got married to her. It enables you to live and work within EU.
If you want to learn more about bi-national marriage in Germany, feel free to check out this article on the Wefugees blog (scroll down for the English version):
If you want to marry in Denmark, it's probably best to get in touch with Danish authorities (e.g. registry office) to find out about the details.