Train

As in my dreams, I'm in a train station right now. Sometimes I'll wake up feeling sure—as I am right now—that I have always been in one. A train station, a voyage, a place unknown. Over and over again when I can barely remember my dreams.
It is my request that you—If you know something about train stations—tell me where am I traveling (if anywhere), who am I visiting (if anyone), and what does it all mean (if anything).