Copied and pasted from my Denmark friend (in other words, don't shoot the messenger):
Well, I'd go for warm stuff really - wool!
The thing is, we dress our kids to nap outside. Now, you don't do that with a newborn in winter - lungs aren't developed enough, so for that she should look more towards spring. I'd invest in a sheep skin for the bed and pram. It's very insulating + keeps a good temperature. I wouldn't invest in a snow suit (flyverdragt) since you can get by with the duvet as a good cover when transporting. Buy a nice thick duvet and a thinner for spring and summer and she'll be covered. Buy long sleeved body stockings - they can double as a nice shirt if it's a warm baby like Josephine (she's never used anything of her t-shirts of shirts - she just overheats ;)). If it's a cold child I'd buy wool body stockings (they are a good idea for winter in any case) and I'd shop for that in Bilka - low price and good enough quality for the length of time they wear it at that age. Second hand stores are a treat as well for baby clothing since it's never worn and it's extremely cheap.
I never go for brands, but rather good quality for cheap money. I'd look in JYSK for duvets and other supplies first. Then check Babysam and Kære Børn for the rest but that's the brand stuff and expensive to boot. We're a bit strange in having our kids napping outside during the day so a lot of stuff is made for that. However, there's no point in looking for anything this time of year since it's all summer stuff.
Child seat - she' can't buy one in the US and use here although it's a lot to save. It has to have a special marking from the EU or you could lose your license for driving your kid in it. The chair we bought in 2006 is actually illegal and we haven't used it for Josephine. This is probably the most expensive thing (if she doesn't buy a pram) she has to buy and there's no getting around it. For the first 2 - 3 months she can rent a liftnet so she doesn't have to worry about how long the kid is in a chair. But she will have to spend 2 - 3k kr on a chair after that. We got Römer for Jonathan and have a Maxicosi (got it used - was lucky, only 1k) for Jospehine. But they are easy to find used - I might even have one for sale at that time ;).
If she's American though - everything will be expensive for her.
Hope it helps :)
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