Yes, registration is open until later in the day/most of the conference.
If you ask nicely I'm sure the people at registration can take care of a few bags - assuming most people won't be doing this.
Alternatively there's lockers at Odense station, which might be a more reliable option.
Realistically, a detour to the hotel might only take 15 extra minutes, bag dropoff is pretty quick usually. Depends which hotel you're staying at though.
As Jesper mentions: I'd definitely try to make it for the keynote! And from then on, for the rest of the day, I usually find it difficult to even take a break, so leaving to check into a hotel wouldn't be very high on my list.. 😉