Kendrix: There has always been something inherently epic about train stations, perhaps because they are places where journeys end and begin, in any case, we'll be seeing a lot of trains and train stations along the way, so perhaps showing an empty one in pure white (in contrast to the more orange-ish ones we'll be seeing later) is a way to start the motif off.
Also, this particular train station is a mayor relevant location that we'll be seeing often enough for it to merit some exposition cuts.
