Crusades happen randomly and doesn't really matter what faction you play. Just make sure that you sand more then one general to led your units on a Crusade. In case that one of them gets killed the other one will take charge. Ans in the meantime he will get valuable experience.
Also, playing as Denmark going to the holy land is not an issue, they have one of the strongest unit rosters in the game. Because you are gonna start from the north, land route is the best. Take the road through the central Europe and cross the Dardanelles or bosphorus without upsetting the Byzantines.
From there you will proceed through Anatolia and you can surly expect clashes with the Turks. Once you pass Antioch you in the holy land and just proceed towards your target.
Good Luck.
CHEERS
