The Greensboroa Depot is actually really nice it just had a nice remodeling job.
It is a short walk to downtown from this station if you are doing a day trip with no luggage.
The station also is host of taxi and Greensboro transit in case you want to save a little walking but there is ample shopping, restaurants, dance venues in the downtown and in my opinion one of the most successful looking Southern charm downtowns in this state. There is some cool funky shops and unique furniture stores to check out.
I dont find where this is located creepy just that I would be onguard of my surroundings at night. As you make your trek to downtown try to stick to larger roads
Safe route walking:
Turn left on Washington St.
Turn Right on S Elm St and you will start to see the shops and restaurants.
Try to walk most of Elm and you will see a nice park on the right that is great in daytime or nightime.
J. Douglas Galyon Depot - Downtown Greensboro, NC
You will be within around 4 blocks from Downtown action.