An awesome student advantage programme you should know about is Students Only!
It is the student club of The Black Diamond (The Royal Library) and they host a lot of (free!) cultural arrangements for members! You only need to sign up with name and email (and where you study!)! They send the invites on email and some of them, you should book for in advance (but in that case, it will be specified). The emails are in Danish but run it through Google Translate and all will be fine!
Sign up here!