The recorded lesson at the train station, titled “Am Bahnhof” or “At the Train Station” in English, covers essential vocabulary for navigating a train station. It explains important terms like “Eingang” (Entrance), “Ausgang” (Exit), “Auskunft” (Information), “Fahrplan” (Time Table), and “Fahrkartenautomat” (Ticket Machine). The lesson emphasizes using these terms to navigate and purchase train tickets effectively, highlighting the differences between various types of train tickets and automats.