I've been here for almost two months and it feels like a lot less and I've settled in although Danish is still tricky. I'm able to participate in one way or another in a lot of my classes by doing presentations or classwork so I'm not often bored in school.
To be honest, the majority of my class doesn't talk to me but I've heard it's because they're self-conscious about their English. Whenever I have talked to someone they've always been nice so once I know more Danish I'll be able to interact with them more. My classes are interesting, and I like my teachers who have all been helpful.
There are some differences that I've noticed like the school day is shorter, 2 days of 8:30-3:40 and 3 days of 8:30-1:50 and there also aren't elective classes besides choosing a language. School, and your exchange year are really what you make of it so don't be scared to talk to people.
I really recommend trying to get a language class with other beginners, I'm in an afterschool Danish class and in addition to learning much needed Danish I'm also able to hang out with other exchange students who are going through the same types of things that I am.