As a moderator, I do have to warn you that this site is about backpacking as wilderness trekking, not "backpacking" as budget travel. In other words, you won't get the up-to-date info here that you'd get from a budget travel site such as Lonely Planet.

Last time I was in Europe (13 years ago), I found that "wild camping" had become pretty well forbidden--certainly in France and Germany. Places I'd camped wild in previous years and revisted all had big signs--"camping interdit" or "camping verboten." I ended up in regular campgrounds, generally a lot cheaper than hostels and featuring free showers and a truck from the local bakery arriving with morning coffee and croissants (not free, but the same as in the bakery--and in some cases the coffee, provided by the campground, was free). You can, of course, ask a local landowner for permission. Most Scandinavian countries (I don't know if that includes Denmark), I understand, still have the "camp wild anywhere" policy. I don't know about Spain because I didn't try to camp there.

At one campground (Colmar, France), the Bremen (Germany) motorcycle club arrived about midnight and camped right next to me and my daughter. We didn't even know about their arrival until the next morning, they were so quiet. Had this happened in the US, the whole campground (and the nearby neighborhood) would have been awakened by the racket!

I never had any problems, as a woman camping alone. Of course, things may have changed….

Enjoy your trip!