Listen to what you may hear in the carriage of metro train in Moscow: .
Here is a full transcription: Станция Багратионовская. Уважаемые пассажиры, при выходе из поезда не забывайте свои вещи.
There are two parts in the message. Let's analyze them separately. The first sentence is about the next station (this announcement is played before the train arrives to the station). The second one is a reminder not to forget your belongings (usually played not at every station, once per two stations or more seldom).
So, the first sentence. Станция Багратионовская (station Bagationovskaya). It is so simple: just say the word ‘station’ followed by the name of the station. Both words are in nominative case.
Unlike English, the first noun here does not become an attribute of the second. Just two words, a noun and the name (personal noun). Such a construction often happens when you point to something, or name it. For example, you may say: город Москва (literary: city Moscow), or улица Сагайдачного (street of Sagaidachny). Note that in the case with naming a street you have to think whether to put the word ‘street’ before or after the name itself (although in formal language putting it always before is OK).
The second phrase. Уважаемые пассажиры, при выходе из поезда не забывайте свои вещи (Dear passengers, when leaving the train do not forget your belongings). It definitely is more complex than the first one, but it can be split into three shorter parts for better understanding.
Уважаемые пассажиры (Dear passengers) is a form of addressing to people. Note that both adjective уважаемые and a noun пассажиры are in plural. Note also that the plural form in Russian does not distinguish male and female.
При выходе из поезда (when leaving the train). Here the speaker specifies the moment for which the next part of the announcement is applicable. This half of the second part of the sentence may be put both to the beginning of to the end: не забывайте свои вещи при выходе из вагона is also correct. Literary при выходе means ‘during the exit’. You may also use an adverb выходя (exiting) instead: выходя из вагона.
Не забывайте свои вещи (do not forget your belongings). Nothing difficult here, maybe except the personal pronoun свои. In Russian you say this word when you refer to something that someone's own when you speak to that person. Thus an English phrase ‘take your stuff‘ is converted into Russian возьми свои вещи, not возьми твои вещи.
