The good thing about living in Copenhagen is that we have a lot of cities within arms reach. Last year in January I took the ferry with DFDS to Oslo and spend 8 hours, to then take the ferry back to Copenhagen. The ferry ride to Oslo is about 8 hours, so of course you get your own little cabin onboard. You can either take your stuff with you in to Oslo and find a hotel room for a day or two, or simply just leave it in your cabin and everything is waiting for you when you come back.
It is definitely worth it. Oslo is expensive, but so pretty. They have the prettiest little cafes, with birds flying around inside. The royal castle is such a pretty castle, that allows you to get up close and walk around with the best view of Oslo.