Copenhagen is a great city to just stroll around on foot, but before you do that--take the canal sightseeing boat trip to get a oriented. Then get to Town Hall Square and stroll down the Stroget and then to Nyhavn for lunch. Another thing you might want to do is spend the afternoon at Tivoli--it's absolutely beautiful in there with lots of restaurants, etc. I'm not sure if you can leave your luggage with the ship or not, we've always either gone straight to the airport or to a hotel. Maybe someone else can tell you that--or you can call Radisson. The airport is about a 30-40 minute drive (maybe a little more if the traffic is bad) from central Copenhagen--I'd leave for the airport around 4:30 or 5:00.