That which rises high in the sky

Exploration Stage: Blooming Quarter
From: Conductor
Description: The city seems to really want me to remember all the trains that have appeared in my dreams. Come to think of it, the train with the crane was also in my dream. I am sure there are letters of the alphabet on them too.
Completed: How on earth did you find the crane train so quickly? I've never seen anything like it. And it works... it can lift a load of miniatures. This train has two letters in the alphabet. It says "ME." If you join all the letters we've found so far, you get "HELP ME"...that's "HELP".