When you go to Hamburg keep in mind that there are 3 stations around town. The Hamburg Hauptbahnhof is the most central of all of them. It was built at the beginning of the 20th century on the site of the former historic city fortification wall and cemetery "Vor dem Steintor". It was opened on the 6th December 1906 and replaced a number of older railway stations dispersed throughout the city area that no longer met the demands of the growing long-distance traffic.
Hamburg has got 3 stations, these are the main station, Hamburg Dammtor and Hamburg Altona, so it might be sometimes recommendable to check if your hotel/hostel is closer to another than the main station. Nevertheless the public transport system is Hamburg works quite well, with subway and bus transport, so you will reach easily all ends of the city.
I took the train from Amsterdam to Hamburg (about a 5 hour trip). The one thing that I do remember is that I had to change trains after about 3 hours. I almost missed my stop for the change so be aware of where you are when on the train.
The train was the way to go. I met a bunch of people hanging out in the dining car smoking cigarettes and enjoying large cans of German beer. The train is the best way to travel.
Walking and public transportation are both safe and easy to use once you get the hang of it (I would hope you already know how to walk). I was able to walk all over the city to get to where I wanted. The subway is safe and easy to use too.
I got to Hamburg by the cheaper but longer Regionalzug from Hannover. A return was €42.
In the morning, I got the train from Hamburg to Copenhagen. The train is run by Danish rail and you must reserve a seat & pay both german and danish international supplements. When you get to Puttgarten (i took a pic of the German coast from here), the train loads on to a Ferry to take you across to Roedby. You do not have to pay extra for this, it's included in the ticket. It's faster to do this rather than going up through Jutland & Island hopping. There is no passport control on the boat.
If you want to see the vicinites you better buy a Niedersachsen or Schleswieg-Holstein pass. It's 40DM for 5 persons anywhere in that certain bundesland for the whole day. And the conductors are funny.
Central Railway Station (Hauptbahnhof)
This is where we arrived after a week in southern Germany.