Earthlingo has been great so far with teaching Danish vocabulary - they have a good amount of languages and it's a fun game to hop around in. Imagine Grand Theft Auto where you can roam freely- minus the guns... minus the grand theft auto... minus the killing hookers. And you're an alien...
It has really nice, calming music and you can interact with some items as you explore the area. They have little tests that you take to win coins and unlock new levels. Pretty neat!