You just have to slightly move your control pad thing until you walk slowwwwly... It takes a while so don't get frustrated.... It's very difficult at first.
It makes no difference if the train station is open or not. I tried it with the gates open and it was just as same. It still took me about 3 minutes to get onto the train tracks.
When you are doing the net glitch you have to rotate your character left and right a bit (so your character is faced to the side a little). That's because you need to find the glitched pose.