Cologne is one of those places that many journeys involve a change (changing from the main station to Deutz is common for trains down south) so why not go for a stroll.
There are lockers in the station - just follow the suitacase sign.
This stroll will take you around some of the mains sights of Cologne’s old town. The huge (and surprisingly young) cathedral is made even bigger, when you look at the stone tree in front of it. The tree is actually one of the little finials on the top of the towers.
If your journey involves going between the two stations, why not traverse the mighty Rhine. There are footpaths on both sides of the railway line and there’s a popular viewpoint on the far side. Try counting the number of padlocks on the way. Also note the proud statues of the Prussian Emperors - a wise lesson for modern times.