I was there once
Given that there is not too much to do in Windhoek anyway, you may as well drop by. Several old pieces of machinery outside, nice facade. The station interior somewhat resembles Wild West saloon and you can almost expect a cowboy or two walk in anytime :) Overall, pleasant 1520 mins to spend.
This is the worst way to travel in Namibia, it nicely pases everywhere but it is very noisy
A quiet little station where you can show your kids what a train station looks like, if they've never seen one. There are a few museum pieces outside (trains) which makes nice selfies.
The place is like a place to know about train station I learned lots of lovely things about it.