I don’t really like to travel in high season, but is Scandinavia in general still worthwhile in autumn (early October)?
Our first trip to Denmark, Norway and Iceland was mid-late October and we absolutely loved it!
Oh, that’s good to know!
Love the area but the short days at that time of year would really bug me. There's no shortage of things to do indoors in the cities, but daylight is important to me.
If you plan scenic excursions like Norway in a Nutshell or the overnight ferry from Stockholm to Helsinki, check the timing carefully to be sure you will actually be able to see the scenery.
Scandinava is huge and October is long. So South Denmark at begin of October can be like a late summer, in high North end of month can feel like an early greeting of winter. As mentioned days get shorter and in the high North you have chances to see Northern Lights.
The cities will still offer their sights in the best way but nature is more or less on its way to winter, depending on latitude - at a lot of places with beautiful colors but also with more rain and stronger winds (see climate table of Copenhagen for example).
So, yes Scandinavia is in general still worthwhile. Denmark is a good choice for that; it is rated as near-season, not off-season.