Dyrehaven is a gigantic nature area, which we Copenhageners like to call a forest but technically speaking it's just a big park.
Dyrehaven means The Deer Park and the place is indeed full of deers which you can see all over the place although they often hang out near the beautiful castle called Eremitageslottet.
Dyrehaven is a place to visit all year around. In fact during winter time the park is the perfect place to take the kids for a slide ride in the socalled Valley of the Wolves (Ulvedalene).
Finally I should also mention the old amusement park Bakken, which is located inside the park close to the main entrance near Klampenborg Station.