There are several places where you can drop off your luggage for a few hours or days.
The self-service luggage lockers (Dutch: bagagekluizen) on the Central Station are in the East wing of the station (right side of the building looking from the city centre), in a separate area open daily from 5am to 1am. Convenient, but possibly not the cheapest option.
Here is a list of a few other places you can choose from: