In the phantom forest, Cyan says the train takes you to the "other side". Sabin is suprized and thinks that the train takes you to death. Is that what Cyan meant, or does mean the other side of the forest that leads you to the waterfall?
Cyan is refering to whereever the dead go. Sabin is surprised because he thinks it is just any other train that goes through the forest until Cyan realizes which train it is and informs the group.
I thought that it was obvious enough that they were referring to death. Back in the day of a squeamish Nintendo, references to death often had to be made into euphemisms, which is why "the other side" got used :P