Why Greenland? Well because Moscow bases almost all of their strategic military assets on the Kola Peninsula next to Finland. This is where the Russian ICBM silos, submarine bases, and their strategic bombers are.
I’m pretty sure that Copenhagen is not capable of defending it.
[Update a while later]
I can't believe this needs to be explained but: 1. The US is not going to attack Denmark. 2. The bluster from Trump is to give encouragement to Greenlanders for a vote of independence, and a warning to Denmark not to ignore the results of such a vote. 3. Once the vote for…