Shinji listening to his Walkman (his face isn't visible).
BGM START: "You are the only one"
Incisivis: And so Shinji goes onward into the "train-as-journey-symbol" cliché. The train will appear in Shinji's visions again, in a more obviously metaphoric context, making me wonder if the train ride had an influence on Shinji, so that it keeps recurring in his visions. Or, like I just said, it could be an easy symbol.
Reichu: The two tracks Shinji is listening to are apparently "You are the only one" and "Blue Legend " from "Lilia" (mentioned back in episode #02). We don't get to hear any of the vocal parts here, though.