As the title says, is it possible to enter South Ossetia from Georgia or do you have to enter from Russia? Btw, I'm from Denmark if that matters.
Unlike Abkhazia, South Ossetia cannot be entered from Georgia - the border officers won't let you pass.
So you have to enter from Russia, which is illegal by Georgian law. However, passports aren't stamped (even when exiting and re-entering Russia), so unless you run your mouth to the Georgians, there's absolutely no way for them to know.