Just stating out, in the train station. I got to the 1st wall that you have to beat to open. I thought I'd check out what was inside, and it sealed up after I went in, and it looked like there was more area to see before I went in.
Did I miss anything important? --- Jesus Christ! what the ****'s blown up now? -Me after 6 months in Iraq
Not really. Levels do tend to do that a lot though so if you ever see anything that looks like a transition to a new area, you might want to be thorough in exploring the immediate area. It doesn't matter much anyway as you can go back to a completed stage at any time by pressing R1 and going into the Chapter Select option.