According to the epic poem Beowulf, he ruled Denmark when the Geatish hero Beowulf arrived to defeat the monster Grendel and he was married to Wealhþeow. He was supposed to have built a famous hall called Heorot, and according to Saxo Grammaticus in Gesta Danorum, he (Roar or Ro) founded the town Roskilde. His brother Halga (Helgi) who ruled before him had a famous son, Hrothulf (Hrólf Kraki).
See also Origins for Beowulf and Hrólf Kraki for more on the historical background of these characters.
Yet another reason might be that Hrothgar's building of Heorot may have been like the building of the Tower of babel in the Bible, a display of human pride and arrogance.
Hrothgar sets matters straight by saying that the best of his men had died in attacking Grendel during the past twelve years, and that it was he who had taken in Beowulf's father when the Geats, including Hrethel, had thrown him out and refused to fight for him against the Wylfings.
The third part of this poem of Hrothgar would have been the story of how his son- in-law rose up against him, attacked Heorot and destroyed in by fire, a fire in which Hrothgar died and the line of the descendants of Scyld Scefing came to an end.