Last time I was there in Denmark I had to provide a CPR number to enable the SIM card. For the non-danish people the CPR number is basically your lifetime number for everything from social security, to tax, payroll, etc.

Perhaps if you want a contract, but it would be rather pointless requiring a CPR number, yet selling SIMs in the arrivals hall of Copenhagen Airport.

Can you also activate it and use it?

Because I've seen SIM cards that can be bought in supermarkets in another country, but then you need to show your ID to an operator over Skype to activate it.

You can.

How?

Indeed, I thought it was a European directive.

I am willing to bet the vast majority of European countries will follow suit before 5 years though.

In Romania by law you have to give your ID. But between what the law says and what happens in practice...

Throwaway SIMs are unavailable and foreign throwaway ones do not work in Turkey.