I have a flight arriving in Bergamo (about 60 km from Milano) in the late evening/early night. I should have about an hour before it be comes full-on dark, and I’m trying to decide what my best options are for that night.

I ultimately want to get to Venice, so perhaps it’s best to head straight from the plane to the train station and head to Venice?

I looked at trenitalia and I could either get a long train with several connections that would arrive in the morning, or I can buy a ticket for an early morning train that would arrive in a couple hours. Is it allowed to wait in these train stations throughout the night or do you have to get out at some point? (And is it safe? I wouldn’t really be a potential criminals first, or second choice for a potential victim, but I don’t want to set myself up for trouble)

To sum it up, I think my options are:
1) Get a short train to Milan and try to navigate at night to a hostel (I’ll be looking in advance)
2) Lounge around the airport for 5 hours through the night (if allowed)
3) Go straight to the train station, buy a ticket to Venice and try to wait there through the night (if allowed)
4) Stay in Bergamo, though I would frankly prefer to get where I’m going.

Any suggestions?