In Denmark it depends on how well you know the person(s) you're visiting. If they're good friends you usually take off your shoes.
If they're acquaintances, you either ask or just keep the shoes on (unless they're wet/dirty).
And if it's some kind of formal gathering - dinner or a party, you keep your shoes on.
And yes, the phenomenon of indoor shoes does exist in other countries - both in Germany and Denmark. Although for my part changing shoes is mostly due to the fact that I can't drive in my 'indoor' shoes CAM065351.jpg
- but the indoor shoes/taking off the shoes is a Scandinavian thing, I believe. And more pronounced the further North you travel, mainly because of the weather, I would guess.
...I wonder what they do in Canada and Alaska?