In Hague train station, there are luggage lockers where you can store your luggage safely. Den Haag Centraal (The Hague Central) is the largest railway station in the city of The Hague, and with twelve tracks, the largest terminal station in the Netherlands. The station was completed in 1973, adjacent to its predecessor: station Den Haag Staatsspoor, which was subsequently demolished. It is the western terminus of the Gouda–Den Haag railway. The luggage lockers are secured with an electronic code. Take good care of the locker ticket, because you will need it to open the locker again and to pay when you collect your belongings.
The infomation below is from the NS website.
Small locker: 90cm deep, 45cm tall and 35cm wide
Large locker: 90cm deep, 60cm tall and 35cm wide
€ 6.00 for a small safe for the first 24 hours
€ 9.00 for a large safe for the first 24 hours
Monday 04:55 to 1:30 AM
Tuesday 04:55 to 1:30 AM
Wednesday 04:55 to 1:30 AM
Thursday 04:55 to 1:30 AM
Friday 04:55 to 1:30 AM
Saturday 05:00 to 1:30 AM
Sunday 05:50 to 1:30 AM
Schedeldoekshaven 600
2511EP The Hague