Yes, kirsten Munk never became Queen, but received the title of Countess of Shleswig-Holstein. Her marriage to Christian IV is only mentioned in his diary, which caused some problems later on for her children. Kirsten was young when she married Christian and after being pregnant almost during the entire marriage, she was bored and had an affair, and she was removed permanently from the court.
The marriage produced (among many others) the daughter, Leonora Christina, one of the most famous women in Danish history.