I wouldn't recommend going out of your way to visit the train station if you are not passing through to catch a train, but if you do have reason to wait at Zaragoza Delicias for a short time there are some interesting sights to be seen.
The main one is the old station, which can be seen on one side of the new one. The new station, a modern build built to accommodate Spain's mammoth AVE high speed trains, is a vast oblong box with a marble-like beige façade. The old station is a more traditional Spanish whitewashed building with a pretty tiled roof. The new station dwarfs the old one like the Titanic dwarfed a tug boat. You cannot appreciate the contrast without seeing it!
Unfortunately there is little of interest to access by foot from the station, but there are enough restaurants, shops, etc., to keep you fed, watered, and vaguely entertained while you wait.
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