You are a passenger of the Sunset Express. However, the train is Hijacked by Larry Koopa and his minions. Somehow, you managed to stay in the passenger cart. Probably because you're a Dry Bones. Mario came in with Huey the Paint bucket, but he left pretty quickly after.

You notice a Shy Guy sitting alone at one of the tables. He is staring out the window at the sunset. He previously spoke with Mario about his issues a few minutes ago.