Having soaked up several of Copenhagen's most dazzling sights on our first morning in the city, we were still keen to tick another few things off the list.
The palace has a fascinating history; having been struck by two serious fires in the past, the majority of the building was rebuilt from scratch having burnt to the ground - not once, but twice!
What stands here now is the third Christiansborg Palace: home to the Danish Parliament and Supreme Court, as well as Royal Reception Rooms used by the Royal Family.
Our first stop at the palace?
The Tower.
It is the highest tower in Copenhagen {you'd hope so, with that name}, and I tell you what - the views make it worth the short queue.
We snapped away for a while, before the biting November cold drove us back inside.
Before leaving Christiansborg, we spent an hour or so looking around the ruins that lie beneath the palace. Not only is there an 800-year old castle buried underground, but also the remains of a tower which used to house political prisoners and criminals. For history fans, this is definitely something to explore whilst in Copenhagen - you can find out more details here.
With aching legs and frozen noses, we headed off in search of one thing.
Glühwein.
And we weren't disappointed!
Our favourite spot was outside one of the bars in Nyhavn, sat cosied around paraffin lamps with blankets on our laps, warming our hands as they cradled our precious wine. Truly the perfect holiday moment.
Another highlight of our trip was the Design Museum Danmark.
Anyone who follows me on Pinterest will have picked up on my love for Danish design - who isn't a fan of the sleek, Scandi-cool furniture which has become so popular? Luckily for me, Mr Maggie May was also happy to pay a visit to this well-respected museum, filled to the brim with exquisite handicrafts, posters, furniture, fashion and textiles.
Now, we're lusting after Poul Henningsen lamps like true hygge enthusiasists.
^ Henningsen {referred to fondly by Danes as PH} was one of the leading designers of the 20th century, with his lamps a key feature in many Danish homes. Now, we want one in our Cotswold home...
We dragged ourselves away from the lighting section so we could admire some more of the museum's exhibitions.
With such an array of colours, materials and patterns to entice the senses...
You can find out more about the Design Museum here {and if you're lucky enough to be under 26 or a student, your admission is free!}
Right. I'm off to buy a PH lamp.