Amsterdam v. Copenhagen? Roskilde Festival? Oslo suggestions?

The Roskilde Festival is a rock festival in a field outside Roskilde, which is a 20 minute train ride from Copenhagen, so the effects on Copenhagen are not that big. It will not at all effect the availability or prices of hotels, since it's in a different town and people sleep in tents at the festival. The trains from Copenhagen to Roskilde will be crowded on some days, especially on the day the camping site at the festival opens (Saturday June 24) and the day the music starts (Wednesday June 28) and from Roskilde to Copenhagen when the festival ends on saturday and sunday july 1-2.) This will only be relevant for you if you plan on travelling between Roskilde and Copenhagen.
Regarding the crowds in Copenhagen, the festival draws a majority of the youth of Copenhagen, so there will be fewer crowds in parks etc.

I much prefer Copenhagen to Amsterdam. Copenhagen is a great city with a lot to see and do. The first day of summer is a big deal there, so it would be nice to experience it somewhere in Scandinavia. If the weather is nice, you will have really long comfortable days.

I do like the Cathedral and Viking ship museum in Roskilde (admission and train included in the Copenhagen card). I'm not sure how far the festival would be from there? I can't imagine it would be close enough to be loud. Everything else wouldn't be affected by the festival.

Amsterdam rains, on average, every other day - a little less in summer than winter. I like the canals, Architecture and museums in A'dam, but the highly publicized drugs, red light district and crowds they attract make me prefer other cities (both in Netherlands and elsewhere in Europe).

I think it depends on what you are looking for and what you like to do. I visited both cities last year and I can't wait to get back to Amsterdam. I enjoyed Copenhagen and am glad to have seen it but I personally preferred Amsterdam. It has great museums and sights, is very walkable and it was easy to avoid the red light district if you desire. We stayed near the flower market and it was so easy to get everywhere.

Also looking for ways to spend a few days near Oslo exploring outdoors (daytrips or overnights; not museums) before leaving Norway.

The Oslo Nordmarka (north woods/forest) is easy metro T1 ride from central Oslo. Take the T1 to stops from Holmenkollen to Frognerseteren for access to forest trails. See: https://www.visitoslo.com/en/articles/nordmarka-forest/

PS When you are feet on the ground in Oslo and would like advice (and/or maps) on exploring the Nordmarka or other parts of Norway, stop in at the DNT Oslo touring association office. The DNT office is several blocks away from the Oslo S train station at: Storgata 3, 0155 Oslo.

https://outdoorlife.dntoslo.no/

Not far from the busy city there’s Oslomarka, the surrounding forest
area. Marka is divided into Østmarka to the east, Lillomarka to the
northwest, Nordmarka to the north and Vestmarka to the west. There
also are fine hiking trails along the Oslofjord and several parks and
green areas where you may go for a walk.

I liked Oslo but consider it a relatively small city with only a few must-see sights. The scenic part of Norway is on the west coast. If you stay in Norway, the Norway in a Nutshell loop would be a good idea.

Yep the Norway in a nutshell tour is great. Oslo itself is a good 1/2 day especially sitting out side at a café for lunch. If you have time walk around City Hall for the art work. And for me the Nobel Museum is a stop. I love Oslo but Copenhagen is my favorite. To me Amsterdam is a pass through city - good for a 1/2 - 1 day visit.