The attached CSV file holds some special danish characters - the letters æ, ø and å that are danish letters, not known in the rest of the world.
When you have these type of characters in your CSV files, the default settings in your CSV data source in Data Discovery can be important.
Shown with the correct encoding, the file looks like this:
With a default CSV data source in data discovery, this is what the preview of the data source shows:
Obviously, the characters are not encoded the right way.
By using the Advanced button in your data source and setting the encoding to UTF8 as shown below you get a much better result.
Now the data source looks like this (correct):