First assumption is an isekai into a world where all life is scaled up in size. Would gather up supplies and explore away from the train, heading for the base of a tree for shelter. If my theory is right, the train is a danger zone that will attract attention. If my theory is wrong, I can raid it for metal parts later
Of course, I would carry some of the steel from the train - Can use it to make sparks, crude weapons, etc.
Also would bring fabrics - Can't be sure on water quality, and I know how to make a filter using bark, sand, gravel, and charcoal. Some fabric as a further filter would help out by preventing the components from slipping out of the hole in the bottom