Alex was surprised to find that I'd never heard about gingerbread in my life.
On the other hand I can probably mention 10 different cookies that Danes bake for christmas that he never heard of. Baking is a big part of the holiday and, at least where I'm from, a family activity. Most years we arrange 'bake-days' and we all help our mom and grandma bake all the classics. 

These are the most traditional Danish christmas cookies:
Vaniliekranse (Means 'vanilla rings' - vanilla butter cookies)
Klejner (Deep fried spice cookies)
Pebernødder (Means 'pepper nuts' - small ball shaped spice cookies)
Brunkager (Means 'brown cakes' - a lot like gingerbread cookies yet not quite)
Jødekager (Means 'Jew cakes' - cinnamon and sugar dusted shortbread)
Honningkager (Means 'honey cakes' - chocolate dipped honey and spice cake)

We all love our Danish Christmas cookies, but in complete honesty more and more peanut-butter-cookies, pecan-pies and fudge-brownies has appeared on our cookie trays the past few years. All home made of course. In case you haven't noticed Danes aren't big fans of pre-made stuff.
I never had a not-homemade birthday cake in my life. Come to think of it, I don't think I'd ever seen pre-made birthday cakes until I came to the States.