Lucy says that at her stop, or the place where she leaves the train - leaves the subway - she gets off, or exits, and transfers "to a second train."
To transfer, "transfer," as a verb, means to go from one train to another or from one bus to another.
Your train may not go all the way where you want to go, so you may need to transfer to a different train.
Lucy says that she needs to take a second train in order to get to her final destination, which is Union Station.
Union Station is a train station in downtown Los Angeles.
This train, Lucy says, "isn't as crowded" - there aren't as many people - it "isn't as crowded" and she manages "to find a seat" - she is able to find a seat.