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I seem to have an issue that as soon as I start the game, the train skews off left and down as if I'm holding those keys when I'm not. Any ideas what that might be?

(+1)

Haven't observed that issue, so I'm not quite sure! You might want to check that no other inputs are overriding those keys, such as a controller. The game isn't made to work with a controller but the default binds for it remain.