hi Ricardo, sorry I only just got around to reading my emails and I saw your message.
I don't know where to start with tips really. Basically I booked my hostels through Hostelworld about a week in advance and was pretty lucky, and I also used vandrerhjem.no for Norway. Although I've heard in March that some hostels aren't open so you have to phone ahead just in case.
You have to go through southern Norway, it's beautiful. The Oslo to Bergen train was fantastic, and you definitely have to go to Flam and up to Geiranger fjord. Trondheim was a really nice city also, and Tromso was worth the trip.
When I was in Copenhagen I went to the Viking Museum in Roskilde about 15 minutes by train and that was great, although the Viking Ship Museum in Oslo was even better. The Kronborg Castle in Helsingor just outside Copenhagen was nice, but don't go out of your way unless you have the time to do it. The trains don't cost much money though and it's a nice trip. For a nice day trip you could go by train to Odense and visit Hans Christian Andersen's museum and the surrounding village.
Also, in Oslo you should buy the Oslo Pass from the visitors centre to save money on museums.
Ok, that's all I can think of right now. Have fun!