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.
Freak out. After that, it would depend on which world.
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.
I crawl out and explore then. Hope to God I brought a straw water filter. Step onto the bouncy moss of the forest floor, look around at the landscape, happy I can breathe. Wonder how something horse sized can flit, then duck as it comes back towards me.