Varna Palace is a seaside pavilion south of central Aarhus, set near the forested coast and long associated with dining, events, and excursions from the city. The building's appeal is as much about its position between woods and bay as its architecture.
It is not a museum-style sight, but it makes sense as part of a coastal walk through Marselisborg-area green spaces. Go for the setting, the old leisure-resort atmosphere, and the chance to see Aarhus facing the water.