If you asked your child to devise the perfect holiday, what would it look like? Lots of pool time? A chance to play all day? Animal attractions? There are plenty of places that might spring to mind, but a small inland Danish town is probably not among them.

Billund in Jutland, however, has not one but three major draws for families: the world’s first Legoland, opened in 1968; Scandinavia’s biggest water park, Lalandia; and, since September, the Lego House. On top of that, in a stroke of genius, the town has renamed itself Capital of Children. Much more than a clever slogan, Capital of Children is an organisation set up by the Lego company and the local council, tasked with making Billund the most child-friendly place to live and work, not just in Denmark, but in the world.

In practice, this means local children are invited to planning meetings to give their input on new outdoor spaces, facilities, such as the children’s library where kids can clamber over the book shelves, and safer routes through the town. “It’s about including kids in deciding what kind of society we would like to live in,” Charlotte Sahl-Madsen, a former government minister and now CEO of Capital of Children, told me.

For the visitor, the most obvious manifestation of this ambitious project is the Lego House (adult/3-12 years £24, under-3s free). It’s a gleaming white architectural wonder that looks as if a giant has been playing with oversized Lego bricks, and which Sahl-Madsen describes as the Lego family’s “gift to the Capital of Children”. The Guardian’s architecture critic, Oliver Wainwright, had already praised its brilliant design – the interlocking blocks, brick-like wall tiles and brightly coloured terraces – so when I took my seven-year-old son over October half-term, I knew that we were in for a visual treat. What I hadn’t expected was that there would be so much to do inside the building we’d end up spending eight hours there.

Facebook Twitter Pinterest The Lego House from above. Photograph: Rex

There is a genuine wow factor in the colossal Lego tree (6½ million bricks) that dominates the centre of the indoor ‘square’, and in the creations dreamed up by Lego super fans – known as “Afols” (adult fans of Lego). But the real thrill for children is having access to 25 million Lego bricks. Friendly staff sporting Lego figure name badges wander the “experience zones”, gently steering children towards activities – and keeping an eye on the adults, too; there’s no skulking in the corner scrolling your mobile here. We made flowers for Lego gardens, frogs on lily pads and cars that we raced on a track. We competed in robot games, and even played through lunch: diners build their order in bricks, then watch their meal being ‘made’ in an on screen animation before it’s delivered in a Lego-style box by robots. Even the exhibition on the history of the Lego company had us engrossed. Did you know that the original Lego bricks couldn’t lock together?

Visitor numbers are expected to soar in July and August, when a timed entry system will operate, but in October half-term I could count on one hand the number of people in each room.

As family trips go, Billund was turning out to be a breeze, with queue-free attractions, and easy driving. At Legoland (one-day pass adult £43, child £40), we walked straight on to every ride, returning to some for a second go just because we could. And then there’s Lalandia. This vast entertainment centre – right next door – has somehow slipped under the radar of British tourists. Of the 723,000 visitors to its Aquadome (adult £32, child 3-12 years £26, under 3s free) in 2016, less than 2% were from the UK.

Facebook Twitter Pinterest The waterslides and pools of Lalandia. Photograph: Gils Søren Lambert

To enter the revolving door of Lalandia is to swap the real world for a windowless, Vegas-style mega zone, with painted blue skies, a “street” of cafes and shops, a mini-amphitheatre and a head-spinning number of activities: ice-skating to bowling, crazy golf to climbing and games arcades. Without a doubt the highlight is the Aquadome. We spent an afternoon splashing around in the four pools and six waterslides, and riding fat tubes on giant inflatables. When we were spewed out of the Tornado slide, my son had a manic grin on his face. “My body hates it but my brain loves it!” he squealed.

Lalandia is totally naff, so naturally kids love it. But the on-site cottages exhibit the Danish flair for cool, calming spaces. In better weather, we would have made use of our terrace and the playgrounds dotted about the site.

When we’d had our fill of Lego and waterslides, we moved on, first to Givskud zoo (adult £24, 3-11 years £12, under-3s free) – a safari park with the bonus of 40 life-size dinosaurs – and then to the nearby town of Vejle. Sitting at the top of a fjord on Jutland’s east coast and flanked by woods, and a rare (for Denmark) hill, Vejle is popular for outdoor activities. In summer families descend on the beaches dotted along either side of the fjord. This being Scandinavia the brave continue to swim through the winter and last month a sauna opened on Tirsbaek beach. Recently, the town has gained a reputation for striking architecture: the award-winning Bølgen (Wave), a row of five undulating apartment buildings, overlooks the harbour, and another architectural marvel: the floating Vejle Kayak Club. We admired both from Remouladen, a stylish restaurant named Lunch Restaurant of the Year by a Danish publication in 2012, with views of the waterfront, chairs with sheepskin throws and a menu featuring open sandwiches, a Danish speciality. I humiliated myself by asking for a kids’ meal – to keep the cost down – but was politely refused and opted instead for Faroese smoked salmon on rye bread topped with tiny pieces of chopped apple. Pricey at £10 but delicious.

Facebook Twitter Pinterest Bølgen in Vejle. Photograph: Mads Hansen

With 10 museums, Vejle punches well above its weight culturally. The Museum of Cultural History shares space in a former cotton mill with arts studios and start-ups and is the resting place of Haraldskær Woman, a bog body dating from 490BC and discovered in 1835. She may be a hard sell for kids after Lego and Lalandia, but parents will appreciate a bargain lunch in the cafe. Between noon and 1pm, there’s a small buffet of freshly made dishes for around £8 a head, or half of that for just the soup.

Kolding, half an hour to the south, is another small town with a thriving cultural scene. Its Trapholt design museum is its best-known arts venue but families shouldn’t miss Nicolai for Børn, a children’s centre offering creative activities and a laid-back restaurant decorated with film posters also with a buffet (the Danes seem to love the all-you-can-eat concept) lunch. We stayed at Kolding Hotel Apartments, with stylish interiors and views of the floodlit 16th-century castle.

With non-stop entertainment, this trip was always going to be a winner with my son. I’m already planning a return visit – this time in summer, to make the most of the east and west coasts (both within easy reach). Billund may be Capital of Children but Jutland could certainly lay claim to being the most kid-friendly place in Europe for holidays.

• Flights and accommodation were provided by Visit Denmark. Ryanair currently has flights for May half-term 2018 for £75 and BA for £83 return. Airbnb has a flat for four in the centre of Billund for £61 a night

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