You definitely won't be getting into North Korea without prearrangements with an authorized agent. Beijing is the most common place where groups to N. Korea assemble and are staged from. But for most Europeans it is not the only option, as long as the N. Koreans are cooperating.

I don't know if the Moscow-Pyongyang train would be available to you and it only runs a couple of times per month, I think. However, if it's not feasible, you could piecemeal it by taking the Trans-Manchurian (not the Trans Mongolian) train from Moscow to Harbin, China. That train normally gets in around noon, China time. From Harbin, you would take domestic Chinese train to Dandong--there is an overnight sleeper service arriving first part of the morning. Alternatively, get a high-speed train Harbin-Shenyang then bus to Dandong.

Dandong is the border Chinese city on the train line that goes into North Korea. I have heard (within the last 6 months) of another western European (nationality escapes me) that managed to find a Chinese agent in Dandong to make the arrangements and do the visa paperwork, get him the train ticket, and get on board in Dandong to Pyongyang, where his assigned Korean tour minders/guides met him and the rest of the Chinese group with him. He did get an English-speaking guide since his Chinese was not good enough to follow along in Mandarin. He did this in real time but IIRC, took 3-4 days in Dandong for the setup to happen. However, note that without an accompanying guide from a major foreigner-geared tour company, your treatment and experience might be a bit different.

You might also work with one of the major agents to see if there are any tours they are leading heading in to DPRK by train, where you could meet them in Dandong if you have no interest in going to Beijing first. The most often-used agents by foreigners are:
Koryo Tours, based in Beijing www.koryogroup.com
Young Pioneer Tours, based in Xi'an www.youngpioneertours.com
Korea Konsult, based in Sweden www.koreakonsult.com

Usually though, most of these tours are set up to enter by flight and then your option exit by flight or train. The logistics are easier that way. Since you'll likely be exiting back to China after the DPRK trip, make sure you plan on getting a double-entry Chinese visa ahead of actual travel. Get it in Germany.