The friendly in Copenhagen and Iceland’s visit to Windsor Park on Tuesday are the last two elimination before Northern Ireland started his World Cup qualification campaign in September.
They start their offer in Luxembourg and Germany, and also face Slovakia in Group A.
O’Neill said his team “had a good start” in Denmark and defended well, but fought to maintain possession and this pressure only intensified in the second half when Denmark dominated the ball.
“It is a very young team against an experienced team,” added O’Neill, as his 26 team contained only one player over 30 in the form of a substitute George Saville.
“Physically, it was sometimes difficult for us, but we generally got what we wanted out of the game.
“The most important thing, as I said before that, is that players go out realizing that we will have to play games of this nature in Slovakia, Luxembourg and Germany as well.”