Stop whatever you're doing now and look around you. What's the first thing you see? The second? The third? Write them down.
Look at the list, and think about what it says about you.
This is an exercise I do in my classroom, and inevitably the kids generally write down different items since I have a pretty cluttered classroom. Like those old inkblot (Rorschach) tests, it says a lot about them if they focus on the American flag, or the Chagall painting, the windows, the carpet, the books, the sandwich of the kid next to them, their own socks, etc. etc.
The same holds true with your characters. In a crowded subway station, what three things do they notice? It's an opportunity to condense a lot of insight into the character without overwhelming us with setting. Just remember to report the three things THEY would notice, and not what you would notice.
Here is what I just saw when I looked around: :)