There are many different trade unions to choose from and which one you choose depends on your training/position and workplace. The various trade unions are associated with specific unemployment insurance funds, but you do not need to be a member of both a trade union and an unemployment insurance fund – it is possible to be a member of just one of these organisations, independently of the other.
Is is optional if you wish to pay to be a member of a trade union, but if you do so the trade unions can assist you in cases regarding pay and working conditions, if you suffer a work-related injury, if you are dismissed and much more. Furthermore, the trade unions can offer personal consultancy and career planning and they also offer different discount schemes on insurances, fitness etc.
At many workplaces in Denmark the trade unions have representatives who represent the trade union in the workplace and employees interests, thereby it is easier for you as an employee to get the help you need/get your questions answered.