1. How can I get to the train station?

2. How can I go to the train station?
- Go straight and turn right. It's on your left.
[Can we use both #1 and #2? Which one is commonly used?]

3. Wally's Sports Shop is on the second floor.
[What does 'Wally' mean in this sentence? 'Wally' means a stupid person according to the dictionary definition. Or 'wally' can mean 'fine, splendid' in another dictionary. Is 'Wally' a person's name? When you hear 'wally', what do you think of?]

One is commonly used. We might also as for directions to the train station.

Wally is a common male nickname, short for Walter, in America. The store is named "Wally's" because he owns it (or founded it).

1. and 2. are both commonly used to ask for directions to the train station, and both sentences convey the same meaning. It is a matter of personal preference which phrasing to use.

In the sentence "Wally's Sports Shop is on the second floor," 'Wally' is most likely a person's name. It is common for businesses to use the name of the owner or founder in the name of the shop, so 'Wally' likely refers to the owner of the sports shop. The sentence is simply indicating that 'Wally's Sports Shop' can be found on the second floor of a building.