I've seen so many fan-comics talking about Denmark not liking the sea, but that is actually the only part of nature he not only likes, but LOVES.
Denmark is mainly made up of islands so the sea is everywhere, and a lot of Danes feel almost claustrophobic if they get too far away from it.
Denmark is hugging a jellyfish because whenever I talk with Swedes or Norwegians who have been here in the summer, they almost always talk about how insanely many jellyfish we have here.
And the mermaid (merman?) thing is of course a joke on The Little Mermaid. If you want to get something with a mermaid on it, go to a Danish souvenir shop. Mermaids EVERYWHERE!
EDIT: No, I'm not saying Norwegians don't like the sea. Norway is just confused that Denmark does.