If the ferry to Mykines cancels due to weather, will I get a refund?

If the ferry cancels due to weather you will automatically get a full refund. It's not possible to reschedule when the ferry cancels, you need to book new tickets.

What do I wear when I hike?

We highly recommend that you wear good hiking shoes. It can be slippery some places, and therefore very dangerous if you don't wear proper shoes.
We also recommend you to bring some extra layers of clothing. The weather can change very quickly. It can start raingin, get cold and get very windy. Always be aware of these circumstances when packing your bag.
If you have hiking poles, bring them, they can be helpful.