It's a nice concept, and after a while I really satarted feeling the urge to run to catch that train. It still needs some polish, and I'm sure there is a lot of space for some interesting level design and maybe, as others suggested, some elements which can sort of help the player get to its destination, like real and fake signs, graffiti-styiled arrows which you can't really trust, or something like that.
Even more cool, imagine having to dodge other people rushing from train to train!
That said, cool game, I hope to see this get finished and get more levels :)
(a bug report for future versions: you can stop by pressing the spacebar during gameplay)