As Franck writes, Iranian citizens are eligible for student visas even with the restrictions on most visas currently in effect for Iranians.
However, as you say you are also a Danish citizen, you will probably find the process smoother if you apply with your Danish passport. According to the DHS FAQ (question #22), dual citizens traveling on their non-restricted passport are allowed to come to the US.
Notwithstanding this, you might unfortunately find the process to go more slowly and stressfully than for students without a connection to Iran. The school you are attending in the US should be able to try to help you through the process, though their powers may be limited in the face of excessive feet-dragging from the immigration bureaucracy.