In Episode 1, Princess Elise claimed that Shadow destroyed her city, but he had no clue what she was talking about. in Episode 2, it was revealed that Silver actually used to live with Elise and he looked like Shadow before a meteor hit and destroyed the kingdom while at the same time making him look the way he does now. Meaning that Elise was trying to take revenge on Shadow because she thought that he was the same person as Silver who she blamed for the destruction of Soleanna.
Additionally, per Episode 2 we also learn that - at least according to Silver - Eggman was somehow responsible for the destruction of the kingdom. Though further than that, Gerald claims he was framed for the incident by the military for some unknown end.
In Episode 1, there was a scene where Shadow meets another Shadow who is never seen or heard from after that. With everything we learned about The Daedalus Initiative in episode 2 this could be explained as another survivor of the project.
It could be the "real" Shadow, who is otherwise assumed to be dead for years.
Station Square had a train station in the center of the city. All other roads branch from the center in a perfect grid. It is literally a Station Square.
