This is Bern's train station. Just to give you some tips:
The Wall
On the lower level are remnants from the last wall of the city. There are some informational signs about it as well and some pictures of how the wall looked, but I think they are just in German. Also, this is where the punks hang out, especially at night, so be expected to be approached for money.
Migros
This is one of the main Swiss grocery stores, the other being Coop. There's a large Migros in the upper level of the Bahnhof, on your way up to the Post buses. It's open from 8am to 9pm every day. This is the only place you'll be able to find groceries after 4pm Saturday and all day Sunday. It's much cheaper than buying a drink at one of the little kiosks in the station or at the 24-hour store. However, at peak times, it can be rather busy, like on Saturday afternoons after the stores have closed.
Directions
If you're getting off a train in Bern, when you go toward the exit, you'll see a bit square with two large movie-type screens as well as the listing of train departures. This is called the Meeting Point, or Treffpunkt, and is a great place to meet people before you go somewhere. Also, the ticket office is just across there. Taking those escalators up will bring you to where most of the Bernmobil buses stop. If you go past the escalators and keep walking underground, you'll come across the old Wall pieces. On your way you'll also see a McDonald’s, some other fast-food places, a great but expensive chocolate place, a bakery, a perfumery, etc. There is lots of shopping. If you take the very last escalators on the left (this is where the most information on the Wall is), you'll end up in front of Loeb, a department store. You'll also be right on Spitalgasse/Marktgasse, the main street of town, which leads you all the way to the Bärengraben.