Found a passenger list that showed that he was born in Marstal, so looked in the parish records...
They are available online at Arkiversonline. You have to browse, and some of the images are better than others, but they have the parish records for most of Denmark from the 1700's through the mid 1900s (and it's free) In Marstal's case they have records from 1698 through 1950.
I did find a couple other tidbits for you:
Ingeborg Kirstine Godtfredsen was born in Marstal parish Jan 7 1864 - parents Mads Godtfredsen and Ane Kirstine Erikson
Hans Rasmussen Haagensen was born Mar 15 1858 - parents Johan Peder Haagensen and Sidsel Kirstine Rasmussen
Frederik Hansen Jorgensen was born Jan 3 1835 - parents Johan Christian Jorgensen and Dorthea Sophie Hansen
(There were 2 Ellen Marie Christensen's born in Marstal at about the right time and I haven't had time to look for her marriage record yet. Hopefully that will tell me which is the correct one)