In the opening scene, Mr. Conductor mentions "Doodletown" instead of the familiar "Doodlehaven". Since this is early in Season 1, perhaps the producers were still defining the towns and stops along the Indian Valley Railroad.
The photo Harry shows Matt is of a Chesapeake & Ohio Railroad articulated steam locomotive, possibly an H-8 class engine with a wheel configuration of 2-6-6-6. However, Harry's reminiscence of his first exposure to railroads is accompanied by footage of preserved Union Pacific Railroad locomotive #844. Some of this footage was used in the credit sequences for all three seasons.
An old-style microphone can be seen in this episode on the ticket counter, which would imply that the station has a public address system.
Because Mr. Conductor was too busy sobbing over Henry and his punishment, He does not blow his whistle to begin the story.