You might want to spend some time browsing the exhibits at Rudolph Tegners Museum and Statue Park, Gilleleje Museum, or Munkeruphus. Nakkehoved Lighthouse, Esrum Kloster and Mollegard, and Soborg Slotsruin are notable landmarks to explore if you're in the area. Hornbaek Beach, Gilleleje Strand, and Dronningmølle Strand are great spots if you want to spend some time by the water during your stay.