The stairs reminded me of the stairs from Lord of the Rings where Frodo, Sam and Gollum were climbing those long stairs outside of Mordor and there was a cave at the top that they had to pass through. Not nearly as nightmarish as that of course, but they were steep. And there was a cave at the top. That was small enough I had to take my backpack off and push it ahead of me to get though it. Going down the stairs was a bit nerve wracking too. I feel I am fairly comfortable with heights, but with how the stairs were shaped and the size of my feet, I was going down them on all fours backwards because that's how I felt was how I wasn't going to die. Because, at the end of a long-ish set of these steep stairs, it was a straight drop off of probably 400 m. Long enough for you to think about what went wrong.
To give you an idea who "close" the train station was, I took a picture of it. Now, wikipedia lists the peak as 2,720 metres and Aguas Calientes (the town below) elevation as 2,040 m. That's a difference of 680 m, but the train station is a bit below the town. Either way, with a misstep you could go for a close to 700 m fall.
I'm glad that we did the climb. The views were great. It's just not something that I'd recommend for most people. Below is a nice rock that sort of had a seat carved out of it. Not sure if there was much underneath it. I didn't actually want to look down.