Automatic line-break in tabular

Since you've tagged the question tabularx, this is a solution with tabularx (no need for those \multicolumns)

\documentclass[danish,a4paper,twoside,11pt]{report}

\usepackage{tabularx}

\begin{document}
\begin{table}[h]
\begin{tabularx}{\textwidth}{|l|X|}
Use Case Navn:          & Opret Server \\
Scenarie:               & At oprette en server med bestemte regler som tillader folk at spille sammen. More Text more text More Text \\
\end{tabularx}
\end{table}
\end{document} 

The column type X takes all the space left from other columns till \textwidth or whatever you specify in the first argument.

One of the approaches is to use a p type column, p{dimension}:

\documentclass[a4paper]{article}
\pagestyle{empty}
\begin{document}
\begin{table}[h]
{\renewcommand\arraystretch{1.25}
\begin{tabular}{|l|l|l|} \hline
Use Case Navn:& \multicolumn{2}{l|}{Opret Server} \\ \hline\hline
Scenarie:& \multicolumn{2}{p{4cm}|}{\raggedright At oprette en server med bestemte regler som tillader folk at spille sammen. More Text more text More Text} \\ \hline
\end{tabular}}
\end{table}
\end{document}