About 1km west of the palace gate along Skipperallé, you’ll come to heart-fluttering Esrum Sø, Denmark’s second-largest lake at 17 sq km. A trail skirts around its shores, or you can explore the water by boat. You’ll find a lakeside restaurant, Skipperhuset , as well as canoes and kayaks for hire. There’s also a summer ferry service to Gribskov , a forested area with trails and picnic grounds on the western side of the lake. From Fredensborg train station, bus 371 runs hourly to the lake, on weekdays only.