Greenland is not a colony, it is a country within the kingdom of Denmark. Much like Wales, England, Scotland and Northern Ireland being in the United Kingdom.
austria had a short lived colony in Mozambique and in tianjin, belgium had also in tianjin plus in Guatemala, the ottomans had a shortlived zanzibar colony, russia had one in Hawaii and Djibouti, norway had in Canada,oman owned a lot of the eastern african coast, latvia had trinindad and gambia and finally little salzburg used to own Venezuela. I'm probably still missing some
And about the Danish thing, Greenland was colony with no representation in government all the way until 1953.