Thee are no trains in Costa Rica. TYhere are local buses but they're not very frequent. Best to hire a 4x4 from a reputable company. Beware of cheapo deals as you may have a problem in the middle of nowhere without any backup. Beat places to visit are Arenal, hot springs and live volcano; Monteverde, cloud forest and wild life galore; Nicoya Peninsula for great surfing and quiet beaches. Even more jungle and wild life in the south west, Manuel Antonio. So much to see and do that I went twice in one year. Very friendly country once you get out of San Jose. Food is very good and you can drink tap water.
Recommend that you get the bus/taxi to a hotel and stay overnight before picking up a car as the journey is long and all the flights land at night and you don't want to drive into San Jose at night when you don't know where you're going. If you need hotel recommendations just shout. I'm envious, it's time for me to return.