ST. PAUL — New Minnesota United CEO Christina Hennington was born in Denmark, lived in Norway through age 9 and is a self-described “big skier.” “I enjoy that very much,” Hennington said of her hobby during her introductory news conference at Allianz Field on Thursday. “I have a bit of an adrenaline junkie side to me. … I am quickly becoming a soccer fan.” Given that background, Hennington knows it’s important to not get too far out over her ski…