Yume Nisshi Wiki

The Subway is a long, dark path with a red, Egyptian-like humanoid figure in the background. Once the end of this room is reached, Usotsuki will enter a room with subway tracks and silhouettes of people. One of two distinct train types appears on the opposite side, decided at random upon falling asleep. Continuing west will lead the player to an elevator, which leads to a white pathway with a vending machine. The elevator at the other end leads to a passage. Here, taking the stairs on the right transports you outside of the Bird's Eye Garden. Going left leads you to the aforementioned train. However, an NPC blocks your way and you can only get past him by either killing him or paying a train fare of 100.

Inside the black, "deep-fried" train there are two passengers, a robot and a cat-like creature. Killing the latter isn't advised, as it results in their permanent death. After spending some time in this vehicle and leaving, you'll find yourself at the Cliff area.

The red, "normal" train, which seems to be the rarer one, contains no passengers. Taking a seat here and waiting for a while will make you fall asleep and reappear in the the Flammable World.