Hi! "Cat's in the bag" is a phrase which just means that something is set; or it can't be changed. "Trains at the station" is basically the same.
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Hi!
"Cat's in the bag" is a phrase which just means that something is set; or it can't be changed. "Trains at the station" is basically the same. If the train is at the station you can't go back, you have to make a choice. This song is just saying that everything has changed and it's no longer possible to go back; You can't change the past.
Hope this helps =)