This train is going to one of the parallel earth's that's had the most contact with our earth: the abyss. A mirror dimension to our world inhabited by demons.
Demons can take many forms, but most are dark reflections of the humans they mirror. Demons know about human society, and regularly have incursions into the human world, both physically and magically.
Demons aren't all evil, but they are all creatures that are very creepy to humans, and have very alien forms of life. Demons also have their own classifications and hierarchy alien to what humans experience on earth. Sometimes the classification of a demon is the mirror of their human self.
It's strange to think of a human wanting to go there. But there are people who do. The train is leaving the station now, and a few people are on it. Who should we follow?