How to keep the castles straight.
As a start, our understanding is that a castle was built with defenses in mind, as well as a residence. A palace was built as a residence. We focus on Rosenborg, Christiansborg (by reference) and Amalienborg in Copenhagen.
Christiansborg is now the location of Parliament, with layers of ruins below, of castles with varying scary histories, see http://www.copenhagenet.dk/CPH-Chrborg.htm. Much construction and excavating going on at this very old site.
Prior to the royal family moving in to Amalienborg, Amalienborg had been used by other nobility. Style is Rococo, says site, but it looks plainer than most Rococo. See