"Right throughout the team there was a really good mix and the boys did well," said Collison, whose previous caps came in friendlies against Iceland and the Netherlands.
"I just really enjoyed it out there, with the young boys I think you get players going out there and playing without fear.
"Everyone's just looking to do their part to try and cement a place in the team."
Wales were without midfielders Carl Fletcher, Carl Robinson, Jason Koumas, Simon Davies, Joe Ledley and David Vaughan, while defender Danny Gabbidon and striker Rob Earnshaw were also injured.
But with a youthful Wales side claiming the scalp of a well-regarded Denmark side, competition for places will be fierce when they return to World Cup qualifying action.
"Obviously a 1-0 result away from home anywhere is going to be a great result, but especially here in Denmark so we can take a lot of positives out of the game and push on in the qualifiers," Collison added.
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