Thank you all, thank you mspandet,
Yes, plan 2. might be more doable, we fly from San Francisco and for some reason Orbitz gives me relatevely inexpensive trip through Copenhagen. Of course, we would spend on a hotel, but I thought it was a nice chance to see anouther country. I have to check flights though again. I 'm pretty convinced that a car rental from Copenhagen to Hamburg is not the cheapest way, train sounds attractive for kids too ;-)
I've looked at the map and it seems that Legoland is like a third way to Ham from Copenhagen, wich is about 3 hours. Is that the case?
So the plan is to stay at Copenhagen for a night ( the flight from Chicago arrives around 2.pm), then next day go to Legoland ( how long would that train take?) and stay there, think they would have something suitable for families ( do they??, if you know something). Then next day we would just take a train to Hamburg.
(And I go to Hamburg forum then - what a wonderful place this Tripadvisor!!!!)
Does it sound like a plan? Let me know if it's to strainuous.
Thank you so much