The Santa Lucia rail station in Venice is not large and can be found on the north-western bank of the Grand Canal. It should NOT be confused with the "Mestre (Venezia)" train station which is on the mainland.  Most trains terminate at Santa Lucia after stopping first in Mestre, though a few stop only at Mestre before continuing elsewhere, and do not cross the bridge over the lagoon to the Venice historical center.

One curiosity to be aware of: the tracks are numbered from right to left as you approach them from the entrance, opposite most any other terminal train station in Italy, where you will find them numbered increasingly from left (track 1) to right. 

If you have heavy luggage with wheels, the flight of steps down from the main station exit/entrance doors is often crowded and difficult to manuever. The above photo shows the exit that you should take when you leave the train at Venice Santa Lucia railway station, to avoid the front stairs. It is on your left as you leave the platforms, at the head of track n° 1. When you are carrying or rolling cases this is a great way to leave the station and move to the Grand Canal with its water bus landing stages and, further to the left, the jetty for private water taxis.

There are no stairs, just a gentle slope.  Turn right outside before the brick wall. You will see the ticket booth down past the end of the alleyway where you may purchase your  vaporetto ticket or pick up your Vela pass.

If you are arriving to the station for a departing train, this entrance is on the far right of the station, down below and to the right of the outdoor patio café, and partially obscured by a small grove of trees.

Beware, that those with a sensative sense of smell might encounter problems, as this service alleyway is not usually the cleanest part of the station and is often abused as an open air toilet at night.