Some of the cyclists in Copenhagen decide to not follow the rules when its convenient. As long as you don’t interfere with anyone and do it without hesitation, then breaking the rules will be tolerated. The rule that is broken most often is turning right on red. Turning right on red is never allowed, but many cyclists do it anyway because it is safe to turn right on red. Another rule that is often broken is cycling on the sidewalk. Cycling on the side walk is usually not convenient, but sometimes it can be useful to avoid something on the cycle lane such as in this video
Another example of a typical illegal behaviour cyclists do is running a red light, as shown in this video
That video is not as dangerous as it may at first seem. The cyclists look at the perpendicular set of lights and when they turn red, then they know that their lights will soon turn green and so start to meander forward.
Another common illegal behaviour is riding with no handle bars. Legally, you must have one hand on the handlebars and both feet on the pedals, but some things you need to use both hands to do.
Although some of the rules get broken when it is convenient and safe, as a visitor to Copenhagen you should not break the rules because if caught, you will need to pay the fine on the spot or get your bike taken away.