Hilsen fra USA! Jeg ville gjerne svare deg på dorsk (?!) men ingen andre ville forstå...
I lived in Norway for a little while, and traveled around other nearby countries (including Denmark). If you have not been to the US before, you will find some things surprising if not shocking.
Most things cost 50-80% of what they do in Denmark. Gasoline and diesel for example are roughly 4 DKK per liter, and the price changes more than it does in Europe. Food, clothing, vehicles, vehicle parts, and most random things are significantly cheaper. Taxes are lower. Healthcare can be a lot more expensive. For that matter, most government services are at a much lower level than in Scandinavia, or are through private companies, or don't exist at all. If you come to Los Angeles for the first time and expect European levels of public transport... you're in for a surprise.
The level of government involvement and oversight into what you do, especially related to vehicles, varies from state to state, but in general is a lot less than what you're used to. Getting a driver's license is ridiculously cheap and easy, which means there are a lot of idiots on the roads. In California, for example, there is exhaust emissions testing and annual registration costs, but no safety inspections. In Florida, they check the vehicle numbers and mileage but not much else. In Pennsylvania, they do safety inspections including tires, rust, glass... In Montana, they check nothing at all, and you can register an older (11 years or more) vehicle permanently, with a reasonable one-time cost. So if you see a car going down the road with a broken windshield, three different "donut" spare tires, a dangling bumper, coughing up a big cloud of smoke, and a complete idiot behind the wheel, all perfectly legal... welcome to the USA.
On the other hand, less regulation means that alternative lifestyles like vandwelling are easier to get away with, even if they aren't necessarily more or less socially acceptable. With 50 states' worth of half-assed bureaucracy, it's a lot easier to "fly under the radar" than in northern Europe.
The US is huge; it's about the size of the entire European continent, and some parts of it feel enormous as well (other parts feel close and crowded). The cultural region of Southern California - between San Diego and Fresno, more or less - is by itself bigger than all of Denmark and with several times the population.
Have you considered what kind of visa to come and stay here with? I wish it were as easy as just...showing up, but it's not (and neither is Scandinavia, or I'd still be there).
I don't know the details of using your Danish driver's license in the US. I had a friend from Germany who had no trouble using her license, but you should look into the details.
Most vehicles of the size class you're interested in are uncommon in Europe: Ford, Chevrolet/GMC, Dodge. They tend to be a lot cheaper to buy and maintain than European models, but often are not made as well. We do have Sprinters, but they cost a fortune, and it can be hard to find a mechanic that can work on them (harder than a US vehicle, anyway). Oh, and we don't have that ridiculous 200% tax on new vehicles, so expect to spend a lot less than what similar things cost in Denmark.
Absolutely don't pay a cent for a vehicle you have not seen in person. There are a lot of scam artists out there, ranging from outright thieves to dishonest but legal used car lots. I highly recommend hiring a mechanic to do a pre-purchase inspection on anything you're seriously interested in.