Most travelers often receive their visa stamp upon arrival in Dubai, this rule is for AGCC countries only such as;
You can check the UAE embassy what applies for your country, some passport holders have a special stamp saying that they are not allowed to travel to Arabian countries, there are some few procedures they need to undergo, this means that you either have to ask permission from the UAE embassy in your country or find a sponsorship. Most countries that are denied are Asian Countries such as Philippines, Malaysia, and Indonesia and so on.
For Danish Citizen there are usually no problem getting in Dubai, you will receive your visa upon arrival, but you should be aware that there is a penalty for overstay of 100 Dh per day.
Health insurance is important when you are travelling, Danish yellow card or health Insurance card that every Danish citizen carry is not enough to cover your expenses if you need to go to the hospital while you are in Dubai.