Congratulations on making the decision to go to Europe. Allow me to try and help make your planning life easier.
First off, forget the Rail Europe website for planning rail trips. I did that too my first time, and I quickly realized how few train trips it is actually capable of listing. Instead, use the much better Deutsche Bahn (German Rail) website
, which is able to list train trips for anywhere in Europe, even those that do not involve Germany.
When I tried to use the DB website for this search, I stumbled across the problem that it only seems to allow me to calculate this trip up until December 11, 2010. It seems that the train schedules for Christmas travel have not yet been created and posted, as I am getting this problem no matter which route I try, with different countries involved. So, what I did is calculate out a trip on the closest comparable day (December 8, 2010 - which is a Wednesday, like December 29. This schedule may change, but there is a good chance it will be very similar (within 30 min or so of the way it currently is).
There is no direct train from Paris to Copenhagen. Instead, the closest I got was to take a train to Cologne, Germany (spelled Köln in German, and thus on the DB website) where you can then catch a night train to Copenhagen. The current schedule for Wednesday evening departures is to leave Paris Nord station at 18:01 on a high-speed Thalys train and arrive in Cologne (Köln Hbf) at 21:15. You will then depart Cologne at 22:28 on the CNL night train, and arrive in Copenhagen at 10:06.
A couple of things to note about this trip. First off, if you are travelling with a Eurail pass you need to note that it will not include travel on a Thalys high-speed train, and these trains have mandatory reservations. You will get a passholder discount, but often it is not that great of a deal. Instead, if you book early enough directly from http://www.thalys.com you can often get an even better rate. I just checked on their website and they are currently booking for December 30, and it seems to still have some seats left at 42 per person. I just verified on the RailEurope website, and a passholder fare is slightly better - $50/person (Canadian).
The problem here is booking the night train from Cologne to Copenhagen. First off, as it is a night train, reservations are mandatory - so you need to book in advance whether you have a rail pass or not. Fortunately, RailEurope is willing to book the reservation for you right now, even though the DB website is not. RailEurope can book the reservation for as little as $34 CDN/person in a 6-person couchette if you already have a rail pass. If not, check out the Rail Europe Canada website
to book the full ticket. My only recommendation would be to book this in two parts - first the Paris-Cologne, and then the Cologne-Copenhagen. Sadly, the RailEurope site does not know how to do it all at once.
This is a popular time of year, so you probably want to book sooner rather than later. I hope you have a great trip!