Get yourself a Clipper Card no waiting in line just tag before you leave and when you arrive at destination. Makes it so much easier I use it for everything transit :)
If you're taking a bike on the train attach a destination tag to it. Conductors sometimes have them, but you can always write/call Caltrain an they'll send some to you.
There are two coffee shops on Murphy St across from the station. The closer o e closes around 6 pm but if you walk down the street Bean Scene is open till around 8.
Need to park for more than 24 hours? The only option seems to be on the right-hand side of Macy's back parking lot (behind yellow line). Everywhere else there are time limits.