Bakken is a very old amusement park and you can spend a day there as adults and kids to try all the parts of the park including enjoying great food. Definately worth a day out here.
If you would like a little rest, you can also use one of the horse carriages to bring you around in Dyrehavsbakken, they are waiting for you just outside Klampenborg station.
Denmark is supposedly the country where its population, the Danes, are the most happy people in the world.
They have many things to be proud of: Hans Christian Andersen, wrote fantastic fairy tales, The Little Mermaid is a pretty landmark, they got a lovely Queen, they got the best restaurant in the world, named Noma and they have produced several models like Helena Christensen with many Danish girls look like models too, they hosted the Green conference that ended up in a snow chaos, just to illustrate the need to do something about Global Warming, they invented Bang and Olufsen and amazing design in general, just waiting for you to explore. What are you waiting for?
Whether you like historic or modern buildings, modern design, modern art, gourmet, fantastic restaurants, remarkable beaches, canal tour showing off all the Architecture to die for, amazing museums of all kinds, stylish amusement parks in fantastic locations, tempting shopping opportunities, fashion etc. in Copenhagen, Skagen, Bornholm or Ribe - Denmark has got it all , all throughout the year.
All this you can see mostly by foot, go by train easily or simply use one of the bikes available throughout.
If you got time you can also visit Sweden by crossing Oresundsbroen for a day visit.