I have a few suggestions for you. I lived in Klamath Falls for many, many years and I can honestly tell you that there is really nothing to do there. Especially this time of year. There will most likely be snow on the ground and it will be very cold. I have a couple of trip suggestions for you. There is a Shuttle Bus that connects Klamath Falls to the Rogue Valley (Medford, Ashland) from the Kfalls Amtrak station. You may be able to book this shuttle as part of your Amtrak itinerary. Take the shuttle bus to the Medford Airport (I believe it stops there) There you can rent a car. Two towns of interest in the area are Ashland and Jacksonville.
Ashland is a couple miles south of Medford. A very nice little town, home of Southern Oregon University and the Southern Oregon Shakespeare Festival. Easy to spend a day or two wandering the downtown area or hiking through the beautiful Lithia Park. Hotel/Motel rooms can be pricey in Ashland, but this is the "off" season so you may be able to find a good deal. Try the Best Western, or Windmill Inn. The Best Western is located right downtown, so you could walk everywhere. If you can't find a room in your price range from either of those Motels then just get a room in Medford. Motels are plentiful there.
Jacksonville is an "old west" town with a very nice historic downtown area with shops, parks and restaurants. You could easily spend a day sauntering through the little downtown area.
The Medford/Ashland/Jacksonville area is about 2 hours from the Oregon coast. There are several ways to get to the coast from I-5. Highway 199 does go through the Redwoods, but that highway is quite dangerous, especially this time of year and is frequently closed due to mudslides. So I would avoid it. Instead I would take Highway 42 into Bandon. A very nice little town on the Oregon Coast.
The Climate in the Rogue Valley is much milder than that of Klamath Falls. There might be snow on the surrounding mountains but there will be none on the valley floor. It will be chilly here but not as bad as it is in Kfalls.
The other option you have is to take the Coast Starlight to Eugene. Eugene is a nice college town, about an hour and a half from the coast and two hours from Portland. If you were to rent a car, Eugene to Portland is very easy via I-5. From I-5 the 405 goes into downtown Portland. There are a lot of things you could do there as a day trip. One of which is spend HOURS in Powell books downtown on Burnside. An entire city block of new and used books. A lot of small shops and restaurants in that area as well.
I hope this helps. I can give you more detailed information if you'd like. But I would seriously consider one of the two options I gave you as opposed to Kfalls. Good Luck!!