You need to do online check in if you want to be at the airport 1h before departure. If SK doesn't think you are going to show up, they might sell your seat to someone else.
It depends on whether you are US passport holder, if you are not, they might suddenly ask you to show your ESTA. There are a handful of incompetence ground staff at CPH, I flew last month and I was asked to produce ESTA approval and my Coronapas.