OP… If you do decide to take the train ‘experience’ , I would suggest try to get a hotel near to Hua Lamphong staion. As already mentioned, you can get a taxi from BKK to the hotel which won’t cost the earth.

The bonus of a hotel near the station is that Chinatown and ‘old Bangkok’ will be only a few minutes’ walk away which are great places to explore on foot. Both areas are safe provide you take normal sensible precaution. Also, you’ll be just a few minutes away from the station when it comes time to get your train.

Get to the station early(ish) and have a haircut before getting on the train.