Is there a shortcut during the train ride intro to Half-Life?
Solution 1:
There are at least two locations where you can escape the train by crouching on the little ledge of the rear window and jump out, but other than some sight-seeing this serves no purpose. There's very little you can do throughout the entire inbound tram area (just interact with generic interactive elements) and there are no secret exits.
You can bet if there was any merit to that rumor, there would be a speedrun category for ending the game that way - at least in category extensions.