M/22 USA->Denmark

Hey all, just looking for some advice about picking up and moving off to a new life. I'm 22 living on my own in NYC and feeling like I have no upward mobility here. I have a French passport which if I understand correctly really opens up all of the EU to live and work in, and I've heard great things about the Danish government and style of life. The thing is I don't know at all how to start getting a job, finding a place to live, and actually moving.

I have a B.A. in Physics and Asian Civilizations, but I actually want to go into cooking and food science. My general plan is to be a low-ranking cook for a couple of years to pick up the skills (don't have any experience cooking professionally, just for myself) and then go to university for molecular gastronomy or something like that. Still only a vague plan. I have nothing tying me down here: my lease is month-to-month, I can give two weeks notice at my bland call center paid internship whenever I please, and I have next to no furniture that needs moving. I'm all for hopping on a plane and resetting my life, I just need to know how.