A lot of town names in that area are like this for some probably not-perverse reason.
I remember two things clearly about that train:
1. If you are sitting close enough to the front and lean out far enough, you get hot steam mist droplets painfully scalding your skin.
2. The train indeed went to Paradise, PA, with a big welcome sign, and I remember thinking "Is this a joke? I guess some people aren't very good at humor." I really don't know what I did expect or what would have impressed me more.