。
At dawn, all alone, I got off the train...
Literal
Dawn [at-に] just-one-person train [obj-を] having-gotten-off-[continuing-て].
A sentence fragment ending in the continuative te-form 降りて ('getting off...'), leaving the consequent clause hanging. This open-ended structure is characteristic of song lyrics, poetry, and novelistic prose — the trailing te creates a sense of continuation into memory or emotion. たった+ひとり ('just one person, completely alone') is an emphatic 'all alone.' 降りる takes its source with を (traversed/exited area).