Edit: apparently this is a very common form of Japanese storytelling called an isekai. There are 8 billion people in this world, no idea can be original. And sometimes you miss out on things many other people know. I’m clearly one of today’s lucky 10000.
Assuming I survived in fairly good health?
Observe. No details would make me skittish with this
You look outside the train window and see what looks almost exactly like a forest on Earth, maybe something like redwoods, except the trees are much bigger than redwoods. A horse-sized dragonfly flits by. The front of the train carriage is crumpled, but there is a gash in the metal big enough to allow you to leave, if you desire, and to let the atmosphere in. You don’t feel any ill effects.
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