Duchess is in that manor west from the spore forest bonfire if she's not there then she was probably driven insane by jub jub because you progressed too much before dealing her. She also gives you the train ticket. Unless you mean how to get to the station itself in which case inspect the mirror after fighting the boss in bloody pond
On note of things to do before ng+. 1. kill jub jub and bill. They both drop key items. Jub jub drops the mad gear which freely lets you set your sen to 0 or 100 as much as you want and bill drops the homeward snakebone which acts like an infinite homeward bone. Also upgrade the vorpal sword to max and equip it before you fight headhunting beast (the rabbit boss) next time. Finally, I suggest that headhunting beast be at the top of your priority list in ng+ for.. reasons you'll see shortly after winning (be at 0 sen) and then jub jub. Also if you want you could get D and E end assuming you have saves before fighting the boss behind the white door. D end is killing alice with high sen and E is killing her with 0 or less sen.
Yeah I got the Mad Gear before, but Bill
got killed a while ago and I dont think he dropped anything there.
Found the Duchess place and got the ticket there, got to the amusement park and found all the interesting things there as well, though I have no idea what I am supposed to do with
Mary Sue for now. Also when I went to a date with Prickett and I get to the movie place, the game gives a error after choosing a movie. I guess it tried to load a video file or something and crashed.
Anyway, one place that I decided to not explore now was that Deep Sea area cuz enemies there seems to be way too strong even though I am at level 400, and dodging fights would be lame so I will just leave for a future playthrough. Not sure if theres anything important there.
Don't kill bill for items that cost 500 that you can buy from the bear... Bought 99 homeward on my first run and haven't got more since. As for, the most important thing I would recommend before resetting is getting Black Bunny Ring. Go to the mushroom village with SEN < 0 and top right. Fight the house, get it soul, then trade it for the ring. Stacking 2 of those and Duchess covenant helped me a lot in DLC 3.
Thanks, I went there to get the ring and its indeed very useful.