I think it began with the "Russian" seriousness of Rødovre, that changed the way danish players viewed icehockey.
Rødovre managed to get Boris Kulagin as a coach in 1977 for their local players and they managed to win the danish league in 1977/1978 for the first time.
See the roster here:
http://www.eliteprospects.com/team.php?team=4571&year0=1978
So Rødovre got a kind of russian hard work attitude into their club culture and what was especially important also for young players.
No excuses - you played in Rødovre, you came to sacrifice.
The Finnish guy on that 1977/78 roster - Heikki Karvinen - is the main man behind the almost miraculous Rødovre development of youth players.
As later Russian player and coach for Rødovre Valeri Bragin said to a danish player.
Problems with wife? (kept him from practice) You must get new wife!
With time the Rødovre "seriousness" started spreading:
Herning is the other Danish clubs with "miraculous" youth development and it seems now to proliferate to more and more clubs, that also starts to sprout talent.
It's almost like this in Denmark: If you choose hockey it is because you ARE serious.
From my own experience youth practice is many other sports in Denmark are often very unstructured as it has to be "fun for all".
A big factor here is the establishment of "hockey families" -> parents playing on the team got their kids into hockey from a very early age to do serious training.
On that Rødovre team:
Olaf Eller is the father of Lars & Mads Eller.
Bent Hansen is the father of Jannik Hansen.
Heikki Karvinen is the father of Jannik & Michelle Karvinen.
Kim Andersen is the father of Sebastian Dahm.
So even if our pool of players is very small, these players get excellent coaching and play very early in on an atmosphere of seriousness in more and more clubs (doesn't mean that practice can't be fun, but it's structured in the best clubs).
It also really helped that a goal-keeper Erik Nielsen from the 1977/78 roster actually became the mayor of Rødovre! Really Denmark need many more icehockey mayors if we are to get more rinks.
Another big factor was that promising Danish players, then got a chance to play in the top league in Sweden!
Heinz Ehlers arrived in Leksand in 1984/85
Swedish television even made a special about him (I remember seeing as a kid). It was very surprising for the Swedes that Denmark had produced an excellent hockey player [it was as surprising back then, as if Denmark today got in elite ski jumper].
Jens Nielsen arrived in Leksand in 1987/88
Jesper Duus arrived in Färjestad in 1987/88
These three became hockey stars even in Sweden and so mentally made in possible for young kids to dream about something bigger. As these Danish players had success it started a veritable hockey migration of young Danish players to Swedish clubs, that still goes on to this day.
Without the proximity to Sweden it is unlikely that Danish hockey would have progressed as much as it has on the elite level. It meant you could go for a professional career.