Okay so Denmark is portrayed in this game twice. First as the "Native" faction you can ally with as anyone called the House of Oldenburg, and as the full bore faction called "Denmark". For Denmark it divides two of Denmark's historical statuses into two separate things which do not overlap. Allowing Denmark the faction to portray Denmark as the Smol Bean stuck between the greater powers of Sweden and ascendant German states but getting by on gumption and financial chicanery, and the House of Oldenburg to represent Denmark as an ascendant participant in the politics of Europe. Which is a strange way to divide it, but what the hell do I know. What I do know however is that both of them get a special unit, representing the same thing but being different. And that annoys me a little.
The Oldenburg native faction gets the Royal Huntsman, and the Danish Faction gain the Snaphane/Friskytte. Both are meant to represent Danish guerilla forces in wars against Sweden, and specifically Svend Poulsen Gønge, a real man, who was a royal huntsman who in fictional tellings of his story was secretly allowed by the king to "defect" to join the guerilla resistance forces fighting the occupying Swedes (In reality he was just a royal officer doing royal officer things). Snaphaner were the guerilla forces, named after the snaplock rifles. Because these weren't technically soldiers by Swedish reckoning they were treated as traitors when caught and subject to impalement and breaking upon the wheel. The Snaphaner responded by introducing a practise of cutting the noses off Swedish officers and just plain robbing Swedes.

Because Denmark's identity as a faction is tied up with its status as, effectively, a guerilla force, Denmark is the only European power not to have an independence movement/revolt mechanic. Every other European power does. Which means the only acknowledgement of Danish colonialism and imperialism is that they get to summon Inuit "allies". This is genuinely a little gross. It is especially gross given how big of a deal the game makes out of showing its biases and correcting for them. With a big disclaimer upon booting the game up acknowledging problematic aspects of the game design, renaming aspects of the original game, and changing mechanics based on sensitivity.

ANYWAY. On to gameplay

Denmark's whole thing is that it steals mechanics from the African factions. Chiefly quickly raising militia forces from civilian buildings, and fucking with other people's shipments. This is fun. It is fun to have a mechanic that lets you bounce back from raids and turn the enemy having superior momentum against them. It is fun to have an enemy get into your base thinking they've successfully pulled off a good raid and then suddenly they're surrounded by a bunch of infantry and shipment mercenaries. Owned, fun, good. Again it means that they are mechanically and thematically equating Denmark with nations resisting colonialism, and that's just weird.

I don't know why they insist it's "Poland-Lithuania" when literally everything about it is just Poland. Lithuania is genuinely not represented. It's also the only faction besides Germany that gets to revolt into itself. Poland can revolt into Poland. Where the original faction represents Poland as a powerful player in European politics and the revolt faction represents the partitions, the napoleonic period and their independence fights. While mechanically the thing makes sense (The revolt faction gets to hand away all their buildings in return for getting to use the "European" roster, get you a huge army, effectively ending themselves as an independent faction in return for potentially winning the game), it is a bit funny that their revolt mechanic is uniquely an anti independence button too.

Anyway, gameplay:

Poland seems to be a turtley faction? They get to build the most forts and the most defensive towers of any faction (Discounting exploits), they get the Seim which gives them a trickle of resources dependent on their amount of villagers so you can have all your villagers gathering food and somehow get wood from it too, they have multiple shipments that make it so that they get a second resource whenever they gather a resource, and they get to stack an incredible amount of buffs on to their agricultural food production which means they don't have to leave their base for resources (With the "Equalise all your resources" ability from the house of Jagellion I was genuinely outproducing multiple AI factions in all resources put together just by just farming). They also get to recruit units from civilian buildings, although doing it differently because they recruit from their farms, which also boosts population caps and also are the best farms in the game. Which, imho, seems a bit rude. Like they are sorta doing the African thing but better.
Also cavalry. Obviously they have the hussars.

They are also the only faction that gets to turn into the Cossack Hetmanate.
Now. Okay. You might think that the thing is going to be that this is going to be a slava ukraina thing. But it's so weirdly not. Some cossack units specifically get a bonus to killing villagers representing the obvious. Now the thing is... all the units that get a bonus to non combatant killing speak Russian, and the ones that don't speak Polish. No one speaks Ukrainian, Ruthenian or Belarussian. <- This is my big takeway.

Mechanically they forego the turtley aspects (Well, they get access to the same bonuses to agriculture, but they lose all the towers and forts) in return for being better at raiding enemy settlements and being even more cavalry focused. In my experience Poland was already ridiculously OP and this didn't really change anything because I'm not good enough to really do a raid focused strategy.

This game is Russophobic. They patched the game to give Russian units worse stats, they have a worse version of everything, the Cossack Hetmanate cannot come from Russia. Russia still works entirely on an asiatic horde mechanic, where all their units are garbage but they get to recruit more than anyone else, quickly, and for cheap. Also cossacks are a unit that already existed in the game prior to the inclusion of the cossack hetmanate, but has no connection to that faction. And in fine tradition of this game is a worse version of the generic European "Hussar"