I stayed here for one night on my to Sweden. I cannot imagine a better welcome to Copenhagen and I cannot emphasise enough how welcoming these guys were. The house is pleasant, homely and warm. If the room is still on offer next time I pass through the city I will certainly go back. This was my first experience of AirBNB, which I had been wary of, but this was a total vindication.
The house is easy to get to from the station and if you have one bag, you could walk in 15 or 20 minutes. There are buses and trains too.
Be warned, if you have a lot of luggage, or have mobility problems, that the flat is on the fifth floor and there is no lift, but if this is no problem then there is no reason not to stay here.