It's Bakken, in Denmark, just north of Copenhagen. It was opened in 1583.

The origin of amusement parks dates back to medieval times. These forerunners featured entertainment, fireworks, and games. Of course, in the United States of America amusement parks had a different origin. According to the National Amusement Park Historical Association transportation companies who operated the trolley lines looked for a way to encourage ridership

Source: National Amusement Park Historical Association