Short answers, pulled from the story.
Harald Bluetooth declared around AD 965 that he had made the Danes Christian and raised the larger of two Jelling Stones to commemorate it. The stone bears an inscription claiming this conversion.
Harald Klak was the first Danish king to convert, baptizing himself during exile to receive support from Louis the Pious. Historian Sanmark considers his impact minor since he likely never returned home.
Denmark established its own archdiocese responsible directly to the pope in 1104. This followed the foundation of an archbishopric for all Scandinavia at Lund between 1103 and 1104.
Archaeological excavations of burial sites on Lovön near Stockholm show actual Christianization took 150 to 200 years. This slow process is also reflected in thirteenth-century runic inscriptions from Bergen showing little Christian influence.
Last pagans converted in Greenland starting 1721 as part of the Danish-Norwegian colony objective converting inhabitants. Efforts were made to Norway and Sweden convert Sámi remaining pagan long after neighbors conversion.