The total journey is less than 9 hours and sunset in Oslo will be around 8PM- so as long as you leave by 11AM it will still be daylight

You can buy your train ticket(s) in advance via the website of Denmark's state railways.
I hope this link works.
For a daytime arrival in Oslo, and with just one stopover in Göteborg, I think your options are limited to exactly one connection per day (dep Copenhagen 8:27, arr Oslo 16:52.

Just for the sake of completion: The train journey takes 8 1/2 hours, and so far I did not see any reduced fares (your actual day is still too far out).
I guess that most locals would rather fly to save costs and especially time. But there are also a few Fodorites from the Nordics around who will be more competent to make a recommendation.
Other Fodorites have praised the overnight ferry, (the ferries are more like cruise ships, by the way) - if only for the scenic part when you go up the Oslo fjord in the morning.

I can understand the ferry, but taking a train that takes up a whole day seems excessive IMO. If it is to go over the bridge between CPH and Malmö, you see absolutely nothing of it from the train. There's a train and platform change @ Gothenburg with a wait of about 55mins between trains. That Öresundståg Regional train for the first leg between Copenhagen and Gothenburg, is not very comfortable.

The ferry is my favourit - saves an hotel night so not so expensive. Overnight and leaves you most of the days in Copenhagen and Oslo for sightseeing.

You re more likely to see countryside like this than the fjord area which is the main attraction of NIN.

Picturesque is probably always a bit subjective, but I would not rank that specific rail connection very high on my list.
If you wanted to save the costs for one night in Copenhagen, the ferry could be an interesting extra flavor for your trip.
If you preferred a quick and easy way from A to B, I'd fly.
Copenhagen's Kastrup airport is very well connected to the city center by public transport (train and metro), and a very efficient, easy to navigate, and "no drama" airport -- IME.

Not so scenic IME - I'd recommend too the overnight ferry - save daytime ravel time and cost of a night in a hotel - comfy private rooms. That or fly.