The thing about dreams is they act like metaphors. Sometimes they mean what they seem to mean. But the metaphor is based on your perceptions and experiences.
For instance, if I dream I was swimming in a pool, well, I was a lifeguard and taught 3-5 year olds how to swim when I was a teenager. So, a pool to me is something a lot more nostalgic than it may be to you. All of my experiences working at the pool are tied to what a "pool" means to me. So, say the pool suddenly starts evaporating. To me, that might mean a loss of the past. Or moving on. But it would be different for you, because you've had different experiences and perception of pools.
Based on what would be typical reactions to friends, your dream seems to be pretty straight forward. You feel ostracized from your friends and not accepted, no matter what you do. Wanting to "head back home" would seem to indicate that you miss your friends and want to make your way back to them. That is, if "home" represents your social circle.
But like I said. Friends may mean something different to you than me. A town, cats, etc, etc. So, it's really something you have to "decode" for yourself.
Given that it's a recurring dream, it is probably important. The best way to really figure it out is to really gauge your emotions when you wake up. What were you feeling when you were looking for your friends? What were you feeling when the train came? Etc, etc.
Your frontal lobe is turned off in dreams. So it's just pure emotion and instinctual impulse. So try not to look at it rationally, but emotionally.
