The unified Kingdom of Denmark emerges in the late 10th century under King Harald Bluetooth (r. c. 958–987), who consolidated Jutland, Zealand, and surrounding islands, introduced Christianity, and erected the Jelling stones (c. 965) declaring Denmark's conversion.
However, human habitation in the region dates back 12,000+ years (post-glacial reindeer hunters). The Danevirke fortifications (7th–10th c.) and early Viking Age kings (e.g., Ongendus, c. 710) show political complexity long before Harald.
So: statehood ~960s–980s; people & culture: millennia older.