Dear @HiM,
Welcome to the Wefugees Community and thank you for your question.
One of my colleagues was answering a very similar one a while ago here - please follow the link to see his response.
As you can read on the website of the German Embassy in Denmark, the marriage in Denmark will also be valid in Germany (without a registration) if the couple fulfils the requirements for the marriage according to the law of their nationality's country and the marriage has been conducted in a formally correct/valid manner according to Danish law. If you are registered in Germany, you need to inform the registration office (Meldebehörde) about the marriage so that they can change your status in the civil register. You also need to inform the tax office.
Please see this website of the authorities in Berlin for details on the application and a full list of the requirements for the residence permit according to section 28 of the German Residence Act (as spouse of a German citizen). As mentioned in my colleague's answer above, the immigration office may ask you to apply for a respective family reunification visa at the German embassy in the country of your origin.
I hope this helps and please don't hesitate to get back to us with any further questions.
All the best,
Meike