I was just wondering on where you guys have stored your luggage when you have gone out and didn't have a hotel? any help would be greatly appreciated. I thank you all in advance
It can be a problem. Many train stations (but definitely not all) have baggage check facilities, notice I said baggage check and not lockers, lockers are being phased out for security reasons. If you had a hotel the night before and are visiting in that town for part of the day before leaving, hotels will often/sometimes store luggage for the day.
Amsterdam's Centraal Station has lockers. In fact, they have just installed new hi-tech lockers but they only accept European credit/debit cards with smartchips. You can get around this by purchasing a prepaid debit card at one of the ticket windows. There is a large sign in the locker area which explains the process.
Here is a link to a page from the Rail Europe website that lists train stations in Europe. If you click on the link to the various stations, it'll tell you what services are offered (i.e., baggage consignment, etc.) at that particular station.