People tend to check in during these times:
Short platform. Not all of the train cars will open. Stay in the first 2 cars if you need to get off.
Never count on Lindy's to pick you up or drop you off: they won't be there, no matter how early you call.
Because there are no ticket machines here, trains stop longer in East Hampton so you can get out and buy a ticket.
If it's raining, bring an umbrella, the covered waiting area is barely big enough for 10 people.
Have your ride pick you up on Route 27 as its far less frantic than the small parking lot at the station.
No ticket machine at this station-buy on train and doesn't cost extra.