Nintendo went back to cell-shaded "cartoon" Link for this game, giving the game a "cute" atmosphere to it. But don't assume this style symbolizes superficiality on any level: the visuals are still stunning. Dungeons look good, the world map is colorful and varied, and the towns look good as well, considering the engine of the DS. My only complaints would be the lack of detail in the maps and the slowdown which sometimes occurs when too much is going on (some train battles and a few dungeon battles caused slowdown for a few seconds). I'm guessing the developers were truly pushing the limits of the graphical capabilities of the DS.
In addition, the story themes, towns, and music all add to this "cartoon" atmosphere in a significant way, engrossing the player deeply in another world in the way a really good game should. In this aspect, it is similar to the great games Okami and some of the earlier Final Fantasies, and it is much different from Twilight Princess or some of the later FF's such as FF12, whose worlds are so expansive that depth in any one town or area is sacrificed for more breadth overall. In ST, so many things happen in such a seemingly small game that it's amazing to think how the developers made sure no two sidequests bumped into each other at any point. I'll explain a bit more about this below.
Zelda games have never emphasized story, as they are mostly about puzzle solving in dungeons and exploration (which implies here, though it doesn't have to a lot of sidequests). That being said, the story is at least mildly interesting for its interaction with gameplay aspects: Zelda's spirit comes along with you for this journey, playing an integral part in dungeons and even some boss battles. She adds a good comic element to the story as well.
Just as the unique aspect of the story mentioned above adds to the gameplay, it also adds to the music. Link is in possession of a spirit flute which is used to advance the story. The songs are all excellent for ST's environment, further immersing the player in this highly detailed world.
(See my previous post on ST where I talk about this a bit.)
This is where things get really interesting. In addition to 5 dungeons, you must make your way up the Tower of Spirits, taken in 6 parts over the course of the game. The dungeons follow the standard Zelda format: you find a new item, use the item throughout the dungeon while solving puzzles, and use the item in a final test by fighting the dungeon boss. Overall, I found it easy to navigate the dungeons although the control takes some time to get used to.
The Tower of Spirits is also a dungeon in itself, played in 6 parts over the course of the game, but is less standard: you use Zelda to possess phantoms which you must control alongside Link and which have different abilities that you must utilize to traverse three or four floors of the tower at a time. In a sense, this is your "new item" in the normal dungeons. Yes, you still must use Link's items in the Tower, but emphasis is placed on controlling Zelda in her phantom. Being in control of both Zelda and Link adds a really interesting strategic dimension to the gameplay and is done quite successfully. There are a few times where movement of Zelda/the phantom is frustratingly difficult but there is nothing in these that seriously inhibits the gaming experience.
There are so many things to do in this game! It's really amazing at how such a small world (relatively speaking) has so much going on in it: there are hidden stamps to collect in mostly every main area of the game, hidden rabbits to find on your train, several minigames involving dungeons and hidden areas/tracks, as well as tons of people who need help getting to this or that place, etc. So after you beat the game, there are many reasons to simply start right up after watching the credits and explore the world. This is definitely my favorite part of the game.
From the minute you start playing, ST throws you into its world in a way that few games can do so completely. Charming you with its unique concept (driving a train to traverse the world map?!) along with an amazing variety in dungeons, puzzle solving, and side quests (the three reasons to play a Zelda game, right?) once you start playing you will easily get hooked. Aside from a few minor issues with the lack of detail in environments, some slowdown and a few problems with the controls, this game will not disappoint you.