Thinking of a Dream I had Lyrics

Lyric discussion by ersatzbutpithy 

Cover art for Thinking of a Dream I had lyrics by Walkmen, The

The Walkmen were influenced by Bob Dylan who like his peers and predecessors tended to use Train to symbolize lust, sexual drive, desire, love etc. You can see the symbolism.

Applied to this song, he's been waiting on the train (desire fulfillment), but the woman's probably just leading him on.