Most Efficient Way to Germany

Are you sure your plane will arrive on time to get the flight to Berlin? Planning that flight to the next day will give you peace of mind if something might happen, and in case everything runs as it should be, you've got an afternoon and evening in Copenhagen.

That would be the risk. We will probably just wait a few more hours, or next day, for peace of mind.

I agree with others, you probably won't have enough time. You would have to collect your luggage and then check it again. I would stay at least one overnight in Copenhagen. Or if you want to go to Hamburg there is a frequent train connection from the airport to Copenhagen H (I assume it's the Main Train Station) and from there you can catch an ICE train to Hamburg which takes about 5 hours.

If you do wait until the next day, you'll have to go through that entire check in, security process all over again, If you travel to the airport the next morning, get there two hours early, take an hour's flight, then go from Hamburg's airport (at an additional charge) to downtown Hamburg, you'll probably spend at least four hours, downtown to downtown. Trains only take 5 hours with better scenery and a lot less hassle. With an advance purchase ticket, you can take a non-stop ops, (I meant non-change) ICE for only 98€ for two of you or a two-change IC connection for 58€ for two. See the Bahn schedule webpage.

Lee is right. You can go from the airport with change in Main Train Station in Copenhagen to Hamburg or stay overnight in Copenhagen and go by ICE train during a day. From Main Train Station it is direct but unfortunately not non-stop. There are 9 stops from Copenhagen on the way to Hamburg.

I agree that a little under 2 hours is pushing it, if you have to check out and in again.
If you want to go to Hamburg there is indeed a train from Copenhagen Central Station (København H) that takes 5 hours. The direct ICE train goes via the Rødby-Puttgarden ferry (the train goes onboard the ferry, which a few people on this forum find quite novel). The other non direct trains mostly go via Jutland, so there is no ferry involved, only a tunnel and bridges.
If you want to continue to Berlin directly, the plane wins hands down, since the trains mostly go via Hamburg anyway and takes about 9 hours. There are also busses on these routes (Eurolines) that are cheaper, but run less frequent.

If you could check you luggage through on a connecting flight to Berlin, you wouldn't have to go through customs until you retrieved your luggage in Berlin, but I'm pretty sure if you have to get it in Kopenhagen, you'll have to go through customs there. Customs is usually just a formality; walk out through the lane that says, "nothing to declare", but, just when you count on that ... Then you'll probably have to go outside of security to check it for you next flight and then back in through security.

You will have to go through immigration (passport control) in Kopenhagen, since it will be your entrance to the Schengen zone.

Scott: In the interest of full disclosure, I am one of those persons that Morten kindly points out that are tickled by the notion of riding a train onto a ferry to cross the water. We took the train in September from Copenhagen to Hamburg and thoroughly enjoyed the experience. Given your flight schedule, I agree with many of the other posters that you should consider taking the train, particularly since you cannot guarantee arrival times or anticipate all the myriad delays that can arise.

thanks for everybody's input. My decision now is whether to rent a car for our trip or buy one of the flex passes for the german rail. I posted a long-winded entry in the Germany forum if anybody has input on that lol

https://community.ricksteves.com/travel-forum/germany/train-vs-car-economics-specific-example

Scott, I think the ferry suggestion meant "sit on the train and be put on the ferry", not car rental. I agree that it's worth considering, but I doubt that it's faster than flying.

I get the idea that Norwegian is a bargain carrier, with all that entails? But because there is no change of airline, there is a huge chance you can check your baggage through to Hamburg, even though there are two "tickets". We recently (2015) did that with a change of airlines: Newark NJ-Milan-Lisbon. It did take some persistence and a cooperative clerk. It probably helped that we were Business Class.

I will add that although it did not appear like we would be forced to do immigration while we were in Milan, we decided to get it done. (Especially since we had no luggage to claim, lug, and re-check.) That probably was a wise idea, because we were not led to that area in Lisbon, just to the un-secured area of the baggage claim.

I figured out a way to add the 4pm Norwegian flight (CPH-Berlin) on to our flight from Orlando to Copenhagen. I'm guessing we wouldn't have to go through security again since Copenhagen is just a layover, but would we have to go through any passport control or customs? Thanks for your help. This is the first time we haven't had a direct flight into another country, so I'm not sure how it would work.

Im not sure about the procedure either, you might have to go trough passport control, but that should not take long. I'm pretty sure you don't have to go trough customs, since thats when you leave the airport. Either way if it's on the same ticket and you are only flying Norwegian, you should be fine. Copenhagen Airport is not that big and everything is usually pretty effective, so there sould not be any major delays.

Scott, your later question depends on the answer/resolution of the earlier question.

IF your LUGGAGE is checked through to Berlin, you will not have to go through customs until Berlin.

IF you go through immigration, you are likely to come out into an insecure area, and have to go through security again to board the second flight. That's what happened to us in the Milan story I told above. In fact, I remember from a trip TO Russia ten years ago, that Copenhagen has a Transit Lounge. Because annoying documentation for Russia (not a factor in U.S. citizens going to Western Europe!) we decided it was better to stay in the lounge, because then we were still arriving in Moscow "from" the U.S.A., as our "invitations" said.

You are over-thinking a routine trip for American citizens.

I will admit that my story of electing to get an EU immigration stamp in Milan was a thought-out, on the spot decision, which would be harder if this is your first trip to Europe. We just decided that the small chance of being found without an immigration stamp (because we, correctly, guessed there wouldn't be an immigration line in Lisbon) wasn't worth an extra fifteen minutes sitting on a bench (and we had several hours scheduled on benches, anyway.)

I would be pleased to hear comments from other frequent travelers about the immediately preceding paragraph, and they might benefit the O.P.