If you take a train from the center of Copenhagen to the final stop on the S—tog line C. from here you can walk straight into the large park called Dyrehaven. The park is a large area so it is almost like a wild land than a park. There are a lot of deer’s in the park which you might be able to spot on some occasions but they do tend to hide a bit if you come in the middle of the day.
The park is particularly nice during a cold winter day where the snow on the lawn is nice and white. In the center of the park you find a little castle called Ermitageslottet which was built as a royal castle to use during the hunting of the animals roaming around the park. The royal family has never lived in the castle which was only used for day visit during the hunt.
You can go and visit the castle – but the access to the castle is limited to guided visit during the summer period and you need to book a ticket online for 125 DKK or almost 17€. Hence only a few people will go inside the castle.
The most interesting is just to go out and enjoy the winter weather and hopefully there will be snow – not the case this year but who knows about the coming winter.