I came here to catch the day train from Bangkok to Chiang Mai. I had been staying in Silom, so it was a quick trip (two stops only) from Silom MRT station to the MRT Station Hua Lamphong, and from there an underground walk of a few minutes to this, the State Rail station. If you're connecting, Silom MRT is a fairly short walk from Sala Daeng station.
It's an old European style building, and quite impressive even if not exactly overflowing in mod-cons. You'll need to pay to use the toilet or take a (cold) shower, but the service is there if needed. As far as I know you can still send unaccompanied luggage from this station, and you can also leave it (for a fee) in the left luggage office, although I didn't use either of these services on this occasion.
I did go into a convenience store that's part of the station and bought a large bottle of water and some snacks. Even though the train ticket includes morning tea, lunch and afternoon tea, once that service stops it's still possible to dehydrate later in the journey, especially if the train happens to run late -- as it did on a previous occasion and I arrived in Chiang Mai thirsty and dehydrated three hours late at 1030pm. So my suggestion is to buy provisions from the convenience store before your journey starts.
I also went upstairs to the Black Canyon outlet and bought a quick breakfast, a hot coffee and a chocolate croissant. The coffee was OK but the croissant was cold, somewhat unappetising, and not up to the normal Black Canyon standard.
Despite its age, the terminal is reasonably well signed, and I was able to find the platform for my train pretty easily.
The new terminal station currently being built at Bang Sue and planned to open in a couple of years is planned to largely replace this one. It will definitely offer better facilities -- an air-conditioned ground floor for starters. But despite or maybe because Hua Lamphong is so old-fashioned, maybe it's a case of enjoy this one while it's still possible.