This is the 519th most frequent Danish word.
henning
In Danish, "Henning" is primarily a male given name and does not have a separate meaning.
Here 'Henning' is used as a proper noun, a male first name commonly used in Danish.
Henning spiser en sandwich til frokost.
Henning is eating a sandwich for lunch.
In this case, 'henning' doesn't seem to make sense grammatically. It might be a typo or misunderstanding.
Vi går henning vejen til parken.
We are walking along the way to the park.
Here 'henning' is explicitly explained as being used only as a name in the Danish language.