When it comes to building Train stations, the Germans certainly know what they are doing.
Unlike many of the great train station buildings that are Terminals, Hamburg's tracks all run through, so trains may come in from either direction. The S-Bahn trains arrive on two tracks in almost perfect sychronicity (as onlth the Germans, the Swiss and the Japanese can), whilst splendid ICE (super fast trains) draw-in or pull-out in an almost stately way.
It is almost as if the whole scene has has been built for the vistor to admire as a full-scale counterpart to the 'Minature wonderland' (see other tip). I would suggest that the row of high stools in Mcdonalds might well be the best place to get a good view of this bustling scene.
With most city-centre shops closed on a Sunday, the 75 shops that have been fitted into the high-roofed building make the station a good place to visit if you need a shopping fix on the sabbath.
The central station is an ideal starting point for you to star your tour in Hamburg. There are some bread or fast food shops in the central station for those who do not want to go to the expensive restaurant.
If you are not coming to Hamburg by rail, go there, it's nice building and delicious cakes you can eat there also in some small shops (it's not expensive as in real caffe).