Ole's place is in a PRIME location for first time travelers to Copenhagen. It is literally in one of the most famous houses in the most famous block downtown. It is great location for all the sites, whether you want to chill in Nyhavn, walk over to the shopping district, walk to Christianshavn, or take a train to Norrebro or Vesterbro.
Checking in was so simple, we just went to the nearby 7/11 and texted a number for the key box to open. Ole and his team were really responsive and helpful with anything questions. They also let us check in 2 hours early since the place was ready!
I will say, if you have heavy suitcases or can't walk up many stairs, this would not be the place for you. However, many places in Europe are like this so we were not surprised at all.