Thanks!
I changed the regional format to Danish, and the problem was solved. The price seems to be that weekdays and other stuff will be written in Danish, which looks a bit odd on a machine with English language, but I can live with it.
I also got the Danish holidays, which is fine...
I am a Dane, but my iPad is in English, and I have had it for a couple of years. Recently, a new problem has appeared: the 'UK holidays' calendar has installed itself, and I cannot get rid of it! I wonder if this happened with the new iOS.
Is there any way of deleting this calendar permanently...