We were in Siena last spring and have to say driving was not stressful in the countryside. Keep to the posted speed limits and make sure you have the international permit(not license, obtained at AAA). We drove to Pienza and Montalpiciano, Arrezo and Anghiari.
WE did have one interesting experience, it underscores the importance of getting the international permit to go with your regular license. On our way back to Siena we made a second trip through a traffic circle after getting momentarily lost. There happened to be a pair of policeman, well one was a woman one was man. He waved us over which we complied with and handed him our paperwork. Then he checked it out and sent us on our way. It was the one time in 5 days of driving there that my husband was a bit nervous. But all turned out well. Just go and follow the traffic laws and speeds and have the international permit. We rented the car in Siena through either Kimwel or Autoeurope consolidators. We also did the zero deductible insurance. We are currenly planning our next trip in October November and plan to drive again nearer to Orvieto, Todi, Spoleto coming down from Florence through the Val'Dorcia.
You can do this. Its worth it and totally doable.
Re train station location. We decided to walk from the Siena train station into Siena one time. Its a walk but its not super long. Its up an endless escalator(maybe a dozen sectionsof stairs) going up through a shopping center and up to the street level near one of Siena's gates. I think it took us about 30-40 minutes to walk to our hotel, maybe a few more than that. Our hotel was right next to the cathedral's back end.