The other door, the Brooklyn one, leads to Earth in the late 1930s. It's not exactly the place I'm from, but it's similar. Miguel(s) and Maryanne, it might be your past? The neighborhood is a little rough but it's mostly just poor, not so dangerous. Just keep your wits after dark.
Be careful about stuff like the phones if you go through, things like that don't exist yet. If you want to buy anything you'll need money. There are probably plenty of odd jobs around at the factories or boat docks or you could pawn things like gold or silver that you find around the station.