Dear @Sherry,
Welcome to the Wefugees Community and congratulations to the marriage!
We discussed a very similar question on this platform here, for instance, before:
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.
I hope this helps and please don't hesitate to get back to us with any further questions.
All the best,
Meike