How difficult is it to get to Milan Orio al Serio airport from Milan Central Train station?
That airport is actually nearer to Bergamo. There are two ways to get there from Milano Centrale. Terravision runs a bus about every half hour both ways although less frquently late night. It should take about an hour and costs about 10 euro. You can also train to Bergamo, where there is a shuttle that runs to the airport in about 15 minutes.