We present SnakModel, a Danish large language model (LLM) based on Llama2-7B, which we continuously pre-train on 13.6B Danish words, and further tune on 3.7M Danish instructions. As best practices for creating LLMs for smaller language communities have yet to be established, we examine the effects of early modeling and training decisions on downstream performance throughout the entire training pipeline, including (1) the creation of a strictly curated corpus of Danish text from diverse sources; (2) the language modeling and instruction-tuning training process itself, including the analysis of intermediate training dynamics, and ablations across different hyperparameters; (3) an evaluation on eight language and culturally-specific tasks. Across these experiments SnakModel achieves the highest overall performance, outperforming multiple contemporary Llama2-7B-based models. By making SnakModel, the majority of our pre-training corpus, and the associated code available under open licenses, we hope to foster further research and development in Danish Natural Language Processing, and establish training guidelines for languages with similar resource constraints.