Danes have a lot to beam about, according to a recent study comparing ninety nations—but the happiest people on earth? You betcha, says Adam Sachs, who traveled to Copenhagen and caught a case of the grins

The Danes have a special word for a lighthearted concept that they take very seriously: hygge. It is hard to pronounce and impossible to define precisely. Roughly translated, the word means cozy, but it's far more nuanced than that. Incorporating all things warm, fuzzy, and comforting, hygge is a distinctly Danish thing that embodies the highest aspirations of the culture. It's a kind of super-gemütlich state of well-being, an internal feng shui. It's the happy glow you get sitting around a fireplace on a winter evening. Drinking schnapps. Snacking heavily. Lounging in a woolly sweater on a soft Arne Jacobsen "egg" chair and sensing that there is, in fact, nothing rotten in the state of Denmark. Hygge suggests something easygoing and familiar, but it's also a kind of yearning—a longing to feel cozy and contented without violating that other all-important Danish tenet of never showing off, never standing apart from your neighbor. Somewhere between satisfaction and feeling self-satisfied is the hygge ideal. Think of it as the good vibe of an intimate holiday cocktail party—where the drinks and the friends are well mixed—elevated to the status of a national credo: Liberté, Égalité, Crudités.

An amusement park is a funny place to find a cozy restaurant, let alone a truly great one with a Michelin star. But that's where, and what, The Paul turned out to be. My friend Jack, an architect, had recommended it. I could see why the interior appealed to him. The irregularly shaped atrium is full of long beige couches and lots of light woods. Beneath the angled glass ceiling, a classic artichoke lamp sheds its soft light on the room. These days, any restaurant in Manhattan or Milwaukee can order up one of these fixtures from the Design Within Reach catalog for an easy hit of Danish-modern style. But The Paul has the context for it. The lamp's designer, Poul Henningsen, worked as an architect for the surrounding Tivoli Gardens, Copenhagen's old and irrationally delightful fun park, and he built the fanciful glass structure in which the restaurant now resides.

As theme parks go, Tivoli is goofy with a small g. It has an old-time, un-Disneyfied innocence to it. On paper it sounds unbearable, but in practice it's a fun place to spend a little time, especially on a mild summer night. The gardens are in the heart of Copenhagen, near the main train station in the central Indre By (Inner City) section, and there's something sweet about so much prime urban real estate being occupied by a place for childish play and harmless distraction. Pitching his idea for a pleasure garden in the 1840s, Tivoli's creator took a pragmatic approach and assured King Christian VIII: "When the populace are enjoying themselves, they forget about politicking." Which is probably still true today.

Jack had liked the food and the furniture at The Paul, but he had particularly been taken with the feel of the place. "Look for the hygge," he'd e-mailed mysteriously before I'd ever set foot on Danish soil. Jack and I both grew up in Kentucky. The last culinary recommendation he'd given me was for the cheese-filled Bagel Dog at the snack shop next to our high school, a decidedly cozy-free zone. The Bagel Dog wasn't bad, but this time I wasn't sure what he was talking about.