I've been through Sacramento a few times this summer and the station itself, really leaves alot to be desired. Hopefully it will look great when it is finished.
The area around the station is.... kinda iffy. I mean directly around the station. There is a starbucks next door to the station and there were multiple people sleeping in the starbucks, it was like a homeless shelter in there. I mean no disrespect to homeless people, but it just seems to be an issue.
Now a short walk from the amtrak station is the "Old Town" area which is very touristy but has some really great finds. The Wells Fargo Museum is there, free of charge (mostly a gift shop with some displays), there is an old costume shop that has alot of really cool vintage clothing, an antique store that has pretty much every railroad book that has ever been written, and when I was there I saw some excellent street performers out as well. Oh yes and the Delta King Riverboat is docked there as a bed and breakfast.
As for the Californian State Railroad Museum (it's in the Old Town Area, very easy walk from the Amtrak station), it's probably the best Railroad Museum I've been to, possibly tied with Railroad Museum of PA. Excellent Displays in great condition. One of the Golden Spikes is on display there (there are actually 2!) along with the only surviving SP "Cab Forward" Locomotive. They have an excellent display of Railroad Dining Car China, and well I could go on and on. It's worth the visit for sure.
Since I'm writing a whole book on Sacramento... In Old Town there is an excellent locally owned coffee shop / restaurant called "Steamers." They have an excellent Breakfast selection (full breakfast, eggs, hashbrowns, etc,) good coffee and pastries and the place is clean and the workers are friendly.