Skagen is a town in North Jutland.
Skagens main income is tourism. There's almost nobody in Skagen outside the school holidays. Skagen is the northernmost town in Denmark, with the northernmost point in Denmark; Grenen. This is where the the Baltic sea (Østersøen) and the North Sea (Nordsøen) meet.
The easiest option is following the E45 highway to Frederikshavn and take national road 40 from there. To the port of hirtshals with ferry connections to Norway, catch road 597 Skagensvej/Hirsthalsvej and make a turn in the village Ålbæk.
Grenen, the northernmost point in Denmark. Use road #40 to get there. There is aprox. 2-3km from the parking lot to Grenen.