Re boarding at Red WIng: The old depot, while unstaffed, will be open before departure...it houses part of the collection of railroad memorabilia from a local collector. You may want to allow plenty of time at the depot just to look at/photograph all that good stuff!
From Red Wing to LaCrosse, along the upper Mississippi River==as long as it's still daylight--is prime eagle-watching territory, out the left side of the train. This time of year, the eagles migrating from Canada in search of open water will join the ones who nest along the Mississippi.
For years, when I lived in California and travelled to Minnesota to visit family and friends, I'd take the EB from Red Wing to Glenview, IL, then rent a car and drive to Naperville to connect with the westbound CZ (and see friends in that part of Chicagoland)
Enjoy the old Red Wing depot!