Do I need a transit visa for my travel from Antalya to London that I have a transfer at Denmark Aalborg for 2 hours?

Aalborg airport is quite small and does not have a non-Schengen transit area, so you will need to enter the Schengen area for your transit. (It is not easy to find this information on the net, but I emailed the airport and asked, and they responded unequivocally that you will pass immigration checks both on arrival and when departing).

Your son will have no problems if he travels on a Latvian passport; as an EU citizen he has freedom of movement in the entire union.

You most probably need a visa, unless in addition to (or instead of) the EEA Family Permit you also have a residence card of a family member of a Union citizen (and even so, there is some doubt left; see the comments).

You need an ordinary short-stay Schengen visa -- an airport transit visa is not enough.

Citizens of Turkey do not require an airport transit visa in Denmark.

Residents of EU countries do not require an airport transit visa in Denmark.

You do not require an airport transit visa in Denmark.

Source: http://canada.um.dk/en/travel-and-residence/visas/airport-transit-visa

However, I am unfamiliar with the airport, so do pay heed to Henning Makholm's answer. If there is no international transit zone, you'll need to be able to enter the Schengen area, which an airport transit visa does not permit. If you do need a visa, it will have to be a Schengen short stay visa.

The only Danish airport with an international transfer corridor is Copenhagen, as stated in Timatic, the database used by airlines:

Visa required, except for Holders of onward tickets transiting on the same calendar day if arriving at and departing from Copenhagen Kastrup (CPH)

Is the "Family permit" a visa in your passport, or a card? If it's a card, you can enter Denmark to catch the connecting flight to the UK together with your son.

Visa required, except for Passengers with a family member residence card issued by United Kingdom. The card must be issued to family members of a national of Switzerland or an EEA Member State. They are visa exempt for a maximum stay of 90 days and must travel with or travel to join the national of Switzerland or EEA Member State.

As the father of a Latvian citizen, you qualify as a family member under this regulation:

For the purposes of this Directive: [...] "Family member" means [...] (d) the dependent direct relatives in the ascending line and those of the spouse or partner as defined in point (b);

So if you have a family member card and are travelling with your son, you do not Need a visa.

If you have an actual EEA Family permit (a visa in the passport), however, you do need a visa, and not an airport transit visa, but a full (C-type) Schengen visa (selecting transit as the purpose in the application form).

As you probably know, your son only needs a Latvian passport or ID card.