You can also buy tickets online - and get rt for 90 myr. Saves time not having to deal with machines.
You can only use the Sentral bag checkin if you are using the express train - there is usually no line for check in (at least the times I've been there (or one person ahead of me)
If you're only there overnight you might want to wander in the "Little India" area or the shopping mall attached to the train station. Both accessible by walking.