The language would be tanska. tanskalainen is either a nationality adjective (tanskalainen lelu, "a Danish toy") or a nationality noun (Tanskalainen seisoo, "The Dane/Danish person is standing").
- Tanska Denmark (country)
- tanska Danish (language)
- tanskalainen Danish (adjective)
- tanskalainen a/the Dane/Danish person (noun)
The Danish pastry/Danish would be viineri (named after Vienna in Finnish) and the dog breed (Great Dane) is tanskandoggi. Any preferences on how you would like to be shot? :P